-58.3%
AFRM vs ACGL
+159.2%
-217.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.1% |
| 7D | -7.3% | +0.9% | -8.2% | -7.6% |
| 30D | -9.6% | +13.7% | -23.3% | -13.8% |
| 3M | -11.1% | +8.0% | -19.1% | -13.6% |
| 6M | +3.9% | +13.3% | -9.4% | -1.5% |
| YTD | -8.5% | +11.8% | -20.3% | -13.3% |
| 1Y | +3.3% | +22.2% | -19.0% | -5.9% |
| 3Y | +213.7% | +32.5% | +181.2% | +169.9% |
| All | -58.3% | +159.2% | -217.5% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling