-24.9%
AFRM vs MOH
-15.2%
-9.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | -7.0% | +0.4% | -7.4% | -7.0% |
| 30D | -7.8% | +2.9% | -10.7% | -8.2% |
| 3M | +5.3% | +4.1% | +1.2% | +4.6% |
| 6M | +42.6% | +33.8% | +8.8% | +36.1% |
| YTD | -2.8% | +15.7% | -18.5% | -5.9% |
| 1Y | -19.3% | +17.5% | -36.9% | -23.2% |
| 3Y | +231.0% | -35.3% | +266.3% | +233.8% |
| 5Y | -22.2% | -26.9% | +4.7% | -17.8% |
| All | -24.9% | -15.2% | -9.7% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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