-2.9%
JHX vs AFRM
+195.1%
-198.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -2.2% |
| 7D | +1.6% | -8.0% | +9.6% | +3.0% |
| 30D | -5.0% | -9.8% | +4.8% | -3.4% |
| 3M | +24.5% | +4.7% | +19.8% | +23.4% |
| 6M | +34.9% | +34.1% | +0.8% | +27.8% |
| YTD | +39.3% | -8.4% | +47.8% | +39.2% |
| 1Y | +48.6% | -22.9% | +71.5% | +51.4% |
| All | -2.9% | +195.1% | -198.1% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling