+229.9%
AFRM vs THC
+238.5%
-8.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -7.0% | -0.7% | -6.3% | -6.8% |
| 30D | -7.8% | +1.3% | -9.1% | -8.4% |
| 3M | +5.3% | +64.2% | -58.9% | -13.5% |
| 6M | +42.6% | +8.3% | +34.4% | +37.1% |
| YTD | -2.8% | +33.4% | -36.2% | -15.0% |
| 1Y | -19.3% | +37.7% | -57.0% | -31.1% |
| All | +229.9% | +238.5% | -8.5% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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