-29.4%
AFRM vs NTR
+70.0%
-99.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.9% |
| 7D | -8.5% | -2.5% | -6.0% | -7.5% |
| 30D | -11.4% | +17.0% | -28.4% | -17.7% |
| 3M | +8.2% | +22.2% | -13.9% | -2.4% |
| 6M | +36.6% | +5.2% | +31.4% | +29.8% |
| YTD | -8.7% | +29.7% | -38.3% | -23.5% |
| 1Y | -19.9% | +39.4% | -59.3% | -36.0% |
| 3Y | +202.6% | +38.2% | +164.4% | +136.2% |
| 5Y | -45.0% | +47.6% | -92.6% | -53.7% |
| All | -29.4% | +70.0% | -99.4% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NTR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling