+188.5%
AFRM vs NTRS
+165.3%
+23.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.8% |
| 7D | -8.5% | +0.3% | -8.8% | -8.9% |
| 30D | -11.4% | +0.2% | -11.5% | -11.8% |
| 3M | +8.2% | +13.2% | -5.0% | -7.3% |
| 6M | +36.6% | +36.9% | -0.3% | -8.6% |
| YTD | -8.7% | +39.1% | -47.8% | -40.8% |
| 1Y | -19.9% | +50.4% | -70.3% | -53.2% |
| All | +188.5% | +165.3% | +23.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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