-24.9%
AFRM vs USHY
+27.5%
-52.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.4% |
| 7D | -7.0% | -0.1% | -6.8% | -6.1% |
| 30D | -7.8% | +0.1% | -7.9% | -8.2% |
| 3M | +5.3% | +0.8% | +4.5% | +0.9% |
| 6M | +42.6% | +1.7% | +40.9% | +29.7% |
| YTD | -2.8% | +2.5% | -5.3% | -15.5% |
| 1Y | -19.3% | +4.4% | -23.7% | -37.4% |
| 3Y | +231.0% | +27.4% | +203.6% | -18.7% |
| 5Y | -22.2% | +21.7% | -44.0% | -55.8% |
| All | -24.9% | +27.5% | -52.4% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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