+7.3%
ACN vs AFRM
-28.4%
+35.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -3.8% | -4.4% | +0.6% | -3.4% |
| 30D | +16.5% | -7.7% | +24.2% | +17.3% |
| 3M | +41.5% | -16.9% | +58.3% | +43.7% |
| 6M | +60.1% | +2.5% | +57.6% | +58.4% |
| YTD | -3.9% | -12.5% | +8.6% | -3.9% |
| 1Y | +4.1% | -11.0% | +15.1% | +3.8% |
| 3Y | -15.9% | +184.6% | -200.4% | -29.2% |
| 5Y | -26.3% | -56.3% | +30.0% | -38.6% |
| All | +7.3% | -28.4% | +35.7% | -11.4% |
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