-27.7%
AFRM vs ACWI
+80.3%
-108.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.8% | -4.0% | +4.3% |
| 7D | -6.9% | -4.0% | -2.9% | +6.0% |
| 30D | -7.0% | -5.8% | -1.2% | +12.9% |
| 3M | -11.2% | -5.0% | -6.2% | +4.9% |
| 6M | +4.3% | +0.7% | +3.6% | +1.5% |
| YTD | -6.4% | +8.4% | -14.8% | -28.8% |
| 1Y | -2.6% | +10.1% | -12.7% | -29.3% |
| 3Y | +210.6% | +70.8% | +139.8% | -47.8% |
| 5Y | -57.6% | +55.4% | -113.0% | -86.6% |
| All | -27.7% | +80.3% | -108.0% | -82.0% |
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