-53.6%
ACHR vs AFRM
-25.4%
-28.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.2% |
| 7D | +18.0% | -10.3% | +28.2% | +22.3% |
| 30D | +3.6% | -13.7% | +17.3% | +8.9% |
| 3M | -28.4% | -11.6% | -16.9% | -25.5% |
| 6M | -25.7% | +2.1% | -27.8% | -26.2% |
| YTD | -35.4% | -8.9% | -26.5% | -34.3% |
| 1Y | -45.6% | -9.7% | -35.9% | -44.7% |
| 3Y | -2.2% | +202.5% | -204.7% | -36.0% |
| 5Y | -20.3% | -55.3% | +35.0% | -46.1% |
| All | -53.6% | -25.4% | -28.3% | -68.8% |
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