-32.4%
AFRM vs ACM
+37.5%
-69.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.7% |
| 7D | -4.4% | +5.6% | -10.0% | -10.1% |
| 30D | -7.7% | +20.8% | -28.5% | -24.8% |
| 3M | -16.9% | +11.4% | -28.3% | -26.9% |
| 6M | +2.5% | +0.9% | +1.5% | -3.1% |
| YTD | -12.5% | -24.8% | +12.3% | +14.5% |
| 1Y | -11.0% | -46.4% | +35.4% | +76.4% |
| 3Y | +184.6% | -9.2% | +193.8% | +183.1% |
| 5Y | -56.3% | +5.0% | -61.3% | -60.1% |
| All | -32.4% | +37.5% | -69.9% | -44.0% |
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