-29.3%
AFRM vs ACWI
+80.2%
-109.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.1% |
| 7D | -7.3% | -2.4% | -4.9% | 0.0% |
| 30D | -9.6% | -5.2% | -4.4% | +7.5% |
| 3M | -11.1% | -4.8% | -6.2% | +4.4% |
| 6M | +3.9% | -1.3% | +5.2% | +8.5% |
| YTD | -8.5% | +8.4% | -16.9% | -30.3% |
| 1Y | +3.3% | +11.0% | -7.8% | -27.2% |
| 3Y | +213.7% | +70.6% | +143.2% | -47.0% |
| 5Y | -58.5% | +55.3% | -113.8% | -86.9% |
| All | -29.3% | +80.2% | -109.6% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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