-17.7%
AFRM vs NTR
+51.1%
-68.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.1% |
| 7D | +3.1% | +3.8% | -0.8% | +1.3% |
| 30D | -4.2% | +25.2% | -29.5% | -14.3% |
| 3M | +10.1% | +21.0% | -10.9% | -0.6% |
| 6M | +39.4% | +7.6% | +31.8% | +30.7% |
| YTD | -3.2% | +32.9% | -36.0% | -20.7% |
| 1Y | -16.1% | +43.1% | -59.1% | -34.8% |
| 3Y | +220.8% | +41.6% | +179.2% | +143.3% |
| 5Y | -17.7% | +54.8% | -72.4% | -29.2% |
| All | -17.7% | +51.1% | -68.8% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling