+11.3%
JHX vs AFRM
-20.4%
+31.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.9% |
| 7D | +1.5% | -7.0% | +8.5% | +2.5% |
| 30D | +7.2% | -7.8% | +15.0% | +8.3% |
| 3M | +29.9% | +5.3% | +24.6% | +28.8% |
| 6M | +35.4% | +42.6% | -7.3% | +28.2% |
| YTD | +46.5% | -2.8% | +49.3% | +45.3% |
| 1Y | +55.5% | -19.3% | +74.8% | +57.1% |
| 3Y | -0.4% | +231.0% | -231.4% | -22.2% |
| 5Y | -23.3% | -22.2% | -1.1% | -40.6% |
| All | +11.3% | -20.4% | +31.7% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling