-24.9%
AFRM vs ACM
+29.2%
-54.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.2% |
| 7D | -7.0% | -3.7% | -3.2% | -2.9% |
| 30D | -7.8% | -11.1% | +3.3% | +3.0% |
| 3M | +5.3% | -8.0% | +13.3% | +11.9% |
| 6M | +42.6% | -29.7% | +72.3% | +104.5% |
| YTD | -2.8% | -29.4% | +26.6% | +37.1% |
| 1Y | -19.3% | -46.4% | +27.1% | +57.7% |
| 3Y | +231.0% | -22.3% | +253.3% | +302.6% |
| 5Y | -22.2% | +4.5% | -26.7% | -25.3% |
| All | -24.9% | +29.2% | -54.1% | -32.9% |
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