-54.1%
ACHR vs AFRM
-25.2%
-28.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.5% | +8.4% |
| 7D | +15.3% | -7.5% | +22.9% | +18.3% |
| 30D | -3.0% | -15.7% | +12.7% | +2.8% |
| 3M | -14.0% | -9.6% | -4.4% | -11.0% |
| 6M | -25.8% | +6.3% | -32.1% | -27.3% |
| YTD | -36.0% | -8.6% | -27.4% | -35.1% |
| 1Y | -41.2% | -7.6% | -33.6% | -40.7% |
| 3Y | -8.6% | +173.7% | -182.2% | -38.4% |
| 5Y | -20.6% | -56.9% | +36.3% | -46.3% |
| All | -54.1% | -25.2% | -28.9% | -69.1% |
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