-58.3%
AFRM vs ACWI
+54.8%
-113.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.1% |
| 7D | -7.3% | -2.4% | -4.9% | +0.3% |
| 30D | -9.6% | -5.2% | -4.4% | +8.1% |
| 3M | -11.1% | -4.8% | -6.2% | +4.9% |
| 6M | +3.9% | -1.3% | +5.2% | +8.4% |
| YTD | -8.5% | +8.4% | -16.9% | -31.3% |
| 1Y | +3.3% | +11.0% | -7.8% | -28.5% |
| 3Y | +213.7% | +70.6% | +143.2% | -52.9% |
| All | -58.3% | +54.8% | -113.1% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling