+213.7%
AFRM vs FHN
+114.0%
+99.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.8% |
| 7D | -7.3% | -1.0% | -6.3% | -6.1% |
| 30D | -9.6% | +0.2% | -9.8% | -9.6% |
| 3M | -11.1% | -9.0% | -2.1% | -1.7% |
| 6M | +3.9% | -6.8% | +10.7% | +11.1% |
| YTD | -8.5% | -1.5% | -7.0% | -8.3% |
| 1Y | +3.3% | +10.9% | -7.7% | -9.7% |
| 3Y | +213.7% | +119.4% | +94.4% | +44.4% |
| All | +213.7% | +114.0% | +99.7% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling