+10.8%
ACN vs AFRM
-27.4%
+38.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.9% |
| 7D | +1.6% | -8.4% | +9.9% | +2.4% |
| 30D | +24.6% | -18.3% | +42.9% | +27.0% |
| 3M | +46.2% | -12.7% | +58.9% | +47.8% |
| 6M | +46.2% | +3.0% | +43.1% | +44.6% |
| YTD | -0.9% | -11.4% | +10.5% | -0.9% |
| 1Y | +8.8% | -13.3% | +22.1% | +8.7% |
| 3Y | -14.3% | +194.0% | -208.3% | -28.1% |
| 5Y | -22.6% | -50.6% | +28.0% | -35.7% |
| All | +10.8% | -27.4% | +38.2% | -8.7% |
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