-57.6%
ACHR vs AFRM
-25.1%
-32.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -2.2% | +17.0% | +15.5% |
| 7D | +5.7% | -7.3% | +13.0% | +8.3% |
| 30D | -4.9% | -9.6% | +4.6% | -1.6% |
| 3M | -15.1% | -11.1% | -4.0% | -11.8% |
| 6M | -30.7% | +3.9% | -34.6% | -31.7% |
| YTD | -41.0% | -8.5% | -32.5% | -40.1% |
| 1Y | -50.0% | +3.3% | -53.3% | -51.6% |
| 3Y | -17.0% | +213.7% | -230.7% | -46.4% |
| 5Y | -29.4% | -58.5% | +29.1% | -52.2% |
| All | -57.6% | -25.1% | -32.6% | -71.5% |
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