+213.7%
AFRM vs ACI
-35.7%
+249.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.0% |
| 7D | -7.3% | -2.2% | -5.1% | -7.1% |
| 30D | -9.6% | +10.3% | -19.9% | -10.2% |
| 3M | -11.1% | +7.2% | -18.3% | -11.5% |
| 6M | +3.9% | -18.0% | +21.9% | +3.9% |
| YTD | -8.5% | -22.0% | +13.5% | -8.7% |
| 1Y | +3.3% | -23.4% | +26.6% | +3.4% |
| 3Y | +213.7% | -35.8% | +249.6% | +218.4% |
| All | +213.7% | -35.7% | +249.4% | +218.4% |
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