-58.3%
AFRM vs ACM
-2.7%
-55.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -7.3% | +5.4% | -12.7% | -12.9% |
| 30D | -9.6% | +15.1% | -24.7% | -23.4% |
| 3M | -11.1% | -10.5% | -0.6% | -0.9% |
| 6M | +3.9% | -19.7% | +23.6% | +28.9% |
| YTD | -8.5% | -28.8% | +20.3% | +32.0% |
| 1Y | +3.3% | -47.9% | +51.1% | +131.6% |
| 3Y | +213.7% | -12.4% | +226.1% | +190.3% |
| All | -58.3% | -2.7% | -55.6% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling