-24.9%
AFRM vs ACWI
+91.5%
-116.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.5% |
| 7D | -7.0% | +0.5% | -7.5% | -8.3% |
| 30D | -7.8% | +0.9% | -8.7% | -10.2% |
| 3M | +5.3% | +2.4% | +2.9% | -1.9% |
| 6M | +42.6% | +12.4% | +30.3% | -2.4% |
| YTD | -2.8% | +15.2% | -18.0% | -39.1% |
| 1Y | -19.3% | +22.7% | -42.0% | -58.9% |
| 3Y | +231.0% | +75.8% | +155.2% | -47.4% |
| 5Y | -22.2% | +67.7% | -90.0% | -80.4% |
| All | -24.9% | +91.5% | -116.4% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling