+1.8%
JHX vs AFRM
-28.4%
+30.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -0.2% | -4.4% | +4.2% | +0.5% |
| 30D | +13.1% | -7.7% | +20.8% | +14.4% |
| 3M | -10.0% | -16.9% | +6.9% | -7.8% |
| 6M | +38.9% | +2.5% | +36.4% | +38.0% |
| YTD | +34.0% | -12.5% | +46.5% | +34.8% |
| 1Y | +66.0% | -11.0% | +77.0% | +66.1% |
| 3Y | -6.2% | +184.6% | -190.8% | -24.7% |
| 5Y | -31.6% | -56.3% | +24.7% | -44.6% |
| All | +1.8% | -28.4% | +30.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling