-29.3%
AFRM vs ACM
+30.1%
-59.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -7.3% | +5.4% | -12.7% | -12.3% |
| 30D | -9.6% | +15.1% | -24.7% | -22.1% |
| 3M | -11.1% | -10.5% | -0.6% | -1.9% |
| 6M | +3.9% | -19.7% | +23.6% | +26.2% |
| YTD | -8.5% | -28.8% | +20.3% | +27.4% |
| 1Y | +3.3% | -47.9% | +51.1% | +109.8% |
| 3Y | +213.7% | -12.4% | +226.1% | +221.7% |
| 5Y | -58.5% | +0.6% | -59.1% | -59.8% |
| All | -29.3% | +30.1% | -59.5% | -37.6% |
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