-29.3%
AFRM vs FHN
+84.6%
-113.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -7.3% | -1.0% | -6.3% | -6.5% |
| 30D | -9.6% | +0.2% | -9.8% | -9.5% |
| 3M | -11.1% | -9.0% | -2.1% | -5.1% |
| 6M | +3.9% | -6.8% | +10.7% | +8.8% |
| YTD | -8.5% | -1.5% | -7.0% | -7.6% |
| 1Y | +3.3% | +10.9% | -7.7% | -3.9% |
| 3Y | +213.7% | +119.4% | +94.4% | +110.0% |
| 5Y | -58.5% | +57.5% | -116.1% | -67.1% |
| All | -29.3% | +84.6% | -113.9% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling