+194.0%
AFRM vs ACI
-31.6%
+225.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.2% | -3.2% |
| 7D | -8.4% | -0.6% | -7.8% | -8.3% |
| 30D | -18.3% | +9.5% | -27.8% | -18.8% |
| 3M | -12.7% | +10.1% | -22.8% | -13.3% |
| 6M | +3.0% | -15.4% | +18.4% | +2.9% |
| YTD | -11.4% | -19.5% | +8.2% | -11.8% |
| 1Y | -13.3% | -21.0% | +7.6% | -13.4% |
| 3Y | +194.0% | -31.2% | +225.2% | +189.0% |
| All | +194.0% | -31.6% | +225.6% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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