+3.3%
AFRM vs ACM
-48.7%
+52.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | -7.3% | +5.4% | -12.7% | -9.6% |
| 30D | -9.6% | +15.1% | -24.7% | -15.4% |
| 3M | -11.1% | -10.5% | -0.6% | -6.8% |
| 6M | +3.9% | -19.7% | +23.6% | +16.1% |
| YTD | -8.5% | -28.8% | +20.3% | +12.5% |
| 1Y | +3.3% | -47.9% | +51.1% | +39.6% |
| All | +3.3% | -48.7% | +52.0% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling