-31.7%
AFRM vs ACM
+36.7%
-68.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.7% |
| 7D | -5.5% | +5.1% | -10.6% | -10.6% |
| 30D | -15.5% | +18.7% | -34.1% | -29.7% |
| 3M | -10.3% | +15.5% | -25.8% | -24.1% |
| 6M | +0.6% | +1.2% | -0.6% | -5.2% |
| YTD | -11.5% | -25.2% | +13.7% | +16.5% |
| 1Y | -16.6% | -46.3% | +29.7% | +64.4% |
| 3Y | +193.5% | -9.6% | +203.1% | +193.0% |
| 5Y | -55.8% | +4.4% | -60.2% | -59.4% |
| All | -31.7% | +36.7% | -68.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling