-27.1%
JHX vs AFRM
-38.8%
+11.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -4.9% | -8.5% | +3.6% | -3.5% |
| 30D | -9.3% | -11.4% | +2.1% | -7.7% |
| 3M | +28.1% | +8.2% | +19.8% | +26.4% |
| 6M | +35.2% | +36.6% | -1.4% | +28.2% |
| YTD | +35.9% | -8.7% | +44.5% | +36.0% |
| 1Y | +42.5% | -19.9% | +62.4% | +44.4% |
| 3Y | -4.5% | +202.6% | -207.1% | -27.0% |
| 5Y | -27.1% | -45.0% | +17.9% | -44.8% |
| All | -27.1% | -38.8% | +11.7% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling