-32.4%
AFRM vs NTR
+55.0%
-87.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -7.7% | +2.0% | -9.6% | -8.5% |
| 3M | -16.9% | +6.4% | -23.3% | -19.9% |
| 6M | +2.5% | +1.6% | +0.9% | +0.2% |
| YTD | -12.5% | +18.2% | -30.7% | -24.0% |
| 1Y | -11.0% | +23.9% | -35.0% | -25.1% |
| 3Y | +184.6% | +44.7% | +139.9% | +111.7% |
| 5Y | -56.3% | +21.3% | -77.6% | -60.8% |
| All | -32.4% | +55.0% | -87.4% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling