-20.9%
AFRM vs ACI
-42.9%
+22.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -7.0% | +0.2% | -7.1% | -7.0% |
| 30D | -7.8% | +5.9% | -13.7% | -8.3% |
| 3M | +5.3% | -19.8% | +25.1% | +7.1% |
| 6M | +42.6% | -24.7% | +67.4% | +45.8% |
| YTD | -2.8% | -24.4% | +21.6% | -1.1% |
| 1Y | -19.3% | -31.5% | +12.2% | -16.7% |
| 3Y | +231.0% | -38.7% | +269.7% | +243.0% |
| All | -20.9% | -42.9% | +22.0% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling