-29.4%
AFRM vs ACWI
+85.0%
-114.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -8.4% |
| 7D | -7.5% | +0.3% | -7.9% | -8.8% |
| 30D | -15.7% | -2.8% | -12.9% | -7.7% |
| 3M | -9.6% | -3.2% | -6.4% | +0.1% |
| 6M | +6.3% | +1.3% | +5.0% | +2.1% |
| YTD | -8.6% | +11.2% | -19.8% | -36.2% |
| 1Y | -7.6% | +13.8% | -21.4% | -40.0% |
| 3Y | +173.7% | +76.2% | +97.5% | -58.5% |
| 5Y | -56.9% | +59.5% | -116.4% | -87.5% |
| All | -29.4% | +85.0% | -114.4% | -83.8% |
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