-20.6%
ACN vs AFRM
-20.4%
-0.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.0% |
| 7D | -1.5% | -7.0% | +5.4% | -0.8% |
| 30D | +9.4% | -7.8% | +17.2% | +10.2% |
| 3M | +5.6% | +5.3% | +0.3% | +4.6% |
| 6M | -9.3% | +42.6% | -51.9% | -13.1% |
| YTD | -29.0% | -2.8% | -26.2% | -29.5% |
| 1Y | -24.7% | -19.3% | -5.4% | -24.2% |
| 3Y | -39.8% | +231.0% | -270.8% | -50.4% |
| 5Y | -40.9% | -22.2% | -18.7% | -51.6% |
| All | -20.6% | -20.4% | -0.2% | -35.0% |
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