-55.3%
AFRM vs FHN
+61.0%
-116.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | -10.3% | -0.9% | -9.4% | -9.6% |
| 30D | -13.7% | +2.0% | -15.8% | -14.9% |
| 3M | -11.6% | -6.8% | -4.7% | -6.8% |
| 6M | +2.1% | -0.8% | +2.9% | +2.5% |
| YTD | -8.9% | +0.6% | -9.4% | -9.5% |
| 1Y | -9.7% | +11.5% | -21.2% | -17.2% |
| 3Y | +202.5% | +130.0% | +72.5% | +85.9% |
| 5Y | -55.3% | +60.8% | -116.1% | -66.4% |
| All | -55.3% | +61.0% | -116.3% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling