+11.6%
ACN vs AFRM
-25.1%
+36.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.5% |
| 7D | +0.9% | -7.3% | +8.2% | +1.6% |
| 30D | +33.5% | -9.6% | +43.1% | +34.7% |
| 3M | +53.5% | -11.1% | +64.5% | +54.8% |
| 6M | +52.2% | +3.9% | +48.4% | +50.4% |
| YTD | -0.1% | -8.5% | +8.4% | -0.5% |
| 1Y | +11.0% | +3.3% | +7.8% | +9.0% |
| 3Y | -11.8% | +213.7% | -225.5% | -26.6% |
| 5Y | -22.8% | -58.5% | +35.7% | -35.8% |
| All | +11.6% | -25.1% | +36.7% | -8.3% |
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