-16.6%
AFRM vs NTR
+23.4%
-40.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -3.1% |
| 7D | -5.5% | -1.4% | -4.1% | -5.8% |
| 30D | -15.5% | +2.2% | -17.7% | -15.0% |
| 3M | -10.3% | +6.8% | -17.1% | -8.5% |
| 6M | +0.6% | +0.6% | 0.0% | +1.5% |
| YTD | -11.5% | +18.2% | -29.7% | -7.9% |
| 1Y | -16.6% | +21.3% | -37.9% | -15.0% |
| All | -16.6% | +23.4% | -40.0% | -15.0% |
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