-29.4%
AFRM vs ACGL
+213.7%
-243.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -7.5% | -1.1% | -6.5% | -7.2% |
| 30D | -15.7% | +13.1% | -28.8% | -18.8% |
| 3M | -9.6% | +9.8% | -19.4% | -12.2% |
| 6M | +6.3% | +15.3% | -9.0% | +1.2% |
| YTD | -8.6% | +12.7% | -21.3% | -12.8% |
| 1Y | -7.6% | +20.7% | -28.3% | -14.0% |
| 3Y | +173.7% | +34.3% | +139.4% | +143.1% |
| 5Y | -56.9% | +170.6% | -227.5% | -72.3% |
| All | -29.4% | +213.7% | -243.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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