+229.9%
AFRM vs ACGL
+34.2%
+195.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | -7.0% | -0.7% | -6.2% | -6.9% |
| 30D | -7.8% | -1.0% | -6.8% | -7.7% |
| 3M | +5.3% | +11.0% | -5.7% | +3.4% |
| 6M | +42.6% | -0.3% | +43.0% | +42.5% |
| YTD | -2.8% | +2.3% | -5.1% | -3.6% |
| 1Y | -19.3% | +6.4% | -25.7% | -20.8% |
| All | +229.9% | +34.2% | +195.7% | +198.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling