+5.9%
AFRM vs NVD
-27.4%
+33.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.5% | -1.4% | +6.2% |
| 7D | +3.1% | +15.0% | -11.9% | +6.0% |
| 30D | +1.1% | +39.3% | -38.2% | +8.4% |
| 3M | -3.2% | +3.1% | -6.4% | -1.7% |
| 6M | +12.7% | -19.0% | +31.7% | +12.1% |
| YTD | +1.6% | -35.5% | +37.1% | -1.7% |
| 1Y | +5.9% | -30.2% | +36.0% | +7.1% |
| All | +5.9% | -27.4% | +33.2% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling