+194.0%
AFRM vs NTR
+46.8%
+147.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -8.4% | +4.1% | -12.5% | -9.1% |
| 30D | -18.3% | +7.0% | -25.2% | -19.5% |
| 3M | -12.7% | +9.7% | -22.4% | -14.9% |
| 6M | +3.0% | +7.4% | -4.4% | +0.6% |
| YTD | -11.4% | +19.8% | -31.2% | -20.2% |
| 1Y | -13.3% | +25.4% | -38.7% | -24.0% |
| 3Y | +194.0% | +48.6% | +145.4% | +127.9% |
| All | +194.0% | +46.8% | +147.2% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling