+5.2%
AFL vs NVDX
+37.4%
-32.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.5% |
| 7D | -2.1% | -0.9% | -1.2% | -2.2% |
| 30D | -5.4% | +3.0% | -8.4% | -5.1% |
| 3M | -0.3% | +6.8% | -7.0% | +0.8% |
| 6M | +5.2% | +28.6% | -23.4% | +4.4% |
| All | +5.2% | +37.4% | -32.2% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 6mo: compounded portfolio wealth divided by compounded NVDX 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…
6mo analysis · Full analysis span regression · 6 months rolling