-24.9%
AFRM vs NTR
+71.5%
-96.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.1% | -1.9% |
| 7D | -7.0% | +8.1% | -15.1% | -10.3% |
| 30D | -7.8% | +18.8% | -26.6% | -15.0% |
| 3M | +5.3% | +16.2% | -10.9% | -2.6% |
| 6M | +42.6% | +9.8% | +32.9% | +32.6% |
| YTD | -2.8% | +30.9% | -33.7% | -18.9% |
| 1Y | -19.3% | +41.8% | -61.1% | -36.1% |
| 3Y | +231.0% | +35.8% | +195.2% | +161.1% |
| 5Y | -22.2% | +51.0% | -73.3% | -34.9% |
| All | -24.9% | +71.5% | -96.5% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling