-21.6%
AFRM vs ACI
+27.2%
-48.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.5% | +4.6% |
| 7D | +3.1% | +4.5% | -1.4% | +2.6% |
| 30D | +1.1% | +20.9% | -19.7% | -1.3% |
| 3M | -3.2% | +15.2% | -18.5% | -5.0% |
| 6M | +12.7% | -13.3% | +26.0% | +13.6% |
| YTD | +1.6% | -16.2% | +17.8% | +2.2% |
| 1Y | +5.9% | -16.9% | +22.7% | +6.7% |
| 3Y | +237.0% | -30.8% | +267.8% | +245.6% |
| 5Y | -55.1% | -39.4% | -15.7% | -54.4% |
| All | -21.6% | +27.2% | -48.7% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling