-20.9%
AFRM vs FHN
+86.2%
-107.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -7.0% | +1.2% | -8.1% | -7.6% |
| 30D | -7.8% | -4.7% | -3.1% | -4.6% |
| 3M | +5.3% | +3.5% | +1.8% | +2.3% |
| 6M | +42.6% | +7.8% | +34.8% | +34.4% |
| YTD | -2.8% | +5.9% | -8.7% | -7.1% |
| 1Y | -19.3% | +12.5% | -31.8% | -26.6% |
| 3Y | +231.0% | +117.2% | +113.8% | +109.6% |
| All | -20.9% | +86.2% | -107.1% | -42.3% |
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