-27.7%
AFRM vs ACM
+30.1%
-57.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.2% | -5.7% | -5.5% |
| 7D | -6.9% | +5.1% | -12.0% | -11.7% |
| 30D | -7.0% | +11.5% | -18.5% | -17.1% |
| 3M | -11.2% | -10.5% | -0.8% | -2.1% |
| 6M | +4.3% | -20.4% | +24.6% | +28.0% |
| YTD | -6.4% | -28.9% | +22.4% | +30.4% |
| 1Y | -2.6% | -48.7% | +46.1% | +102.4% |
| 3Y | +210.6% | -12.5% | +223.1% | +219.1% |
| 5Y | -57.6% | +0.5% | -58.1% | -58.9% |
| All | -27.7% | +30.1% | -57.8% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling