+229.9%
AFRM vs ACWI
+76.1%
+153.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.5% |
| 7D | -7.0% | +0.5% | -7.5% | -8.0% |
| 30D | -7.8% | +0.9% | -8.7% | -9.7% |
| 3M | +5.3% | +2.4% | +2.9% | -0.3% |
| 6M | +42.6% | +12.4% | +30.3% | +5.2% |
| YTD | -2.8% | +15.2% | -18.0% | -33.3% |
| 1Y | -19.3% | +22.7% | -42.0% | -53.5% |
| All | +229.9% | +76.1% | +153.8% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling