-12.2%
AFRM vs NTR
+39.1%
-51.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.4% | +5.0% |
| 7D | -1.3% | -1.3% | 0.0% | -1.4% |
| 30D | -2.7% | +16.8% | -19.4% | -0.8% |
| 3M | +7.4% | +20.7% | -13.3% | +10.0% |
| 6M | +40.7% | +0.5% | +40.1% | +42.8% |
| YTD | -4.0% | +29.2% | -33.2% | -5.9% |
| 1Y | -12.2% | +39.6% | -51.8% | -16.8% |
| All | -12.2% | +39.1% | -51.4% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling