-24.9%
AFRM vs NTRS
+123.7%
-148.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.7% |
| 7D | -7.0% | +0.4% | -7.3% | -7.2% |
| 30D | -7.8% | +1.7% | -9.5% | -9.8% |
| 3M | +5.3% | +8.9% | -3.5% | -4.9% |
| 6M | +42.6% | +30.6% | +12.1% | +3.6% |
| YTD | -2.8% | +38.7% | -41.5% | -34.4% |
| 1Y | -19.3% | +48.1% | -67.4% | -49.5% |
| 3Y | +231.0% | +165.5% | +65.5% | +9.9% |
| 5Y | -22.2% | +85.6% | -107.8% | -63.2% |
| All | -24.9% | +123.7% | -148.6% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling