-24.9%
AFRM vs ACI
+14.7%
-39.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | +5.3% | -19.8% | +25.1% | +7.4% |
| 6M | +42.6% | -24.7% | +67.4% | +46.3% |
| YTD | -2.8% | -24.4% | +21.6% | -0.8% |
| 1Y | -19.3% | -31.5% | +12.2% | -16.5% |
| 3Y | +231.0% | -38.7% | +269.7% | +245.1% |
| 5Y | -22.2% | -42.8% | +20.6% | -18.8% |
| All | -24.9% | +14.7% | -39.7% | -27.1% |
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