-29.6%
AFRM vs NTR
+55.9%
-85.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.2% |
| 7D | -10.3% | -0.6% | -9.7% | -10.0% |
| 30D | -13.7% | +5.4% | -19.1% | -15.8% |
| 3M | -11.6% | +7.3% | -18.9% | -15.1% |
| 6M | +2.1% | +2.2% | -0.1% | -0.4% |
| YTD | -8.9% | +18.9% | -27.8% | -21.0% |
| 1Y | -9.7% | +23.7% | -33.4% | -23.8% |
| 3Y | +202.5% | +47.5% | +154.9% | +122.6% |
| 5Y | -55.3% | +22.0% | -77.4% | -60.0% |
| All | -29.6% | +55.9% | -85.5% | -42.5% |
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