+379.3%
AFRM vs NVD
-99.2%
+478.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.3% | -5.0% |
| 7D | -8.0% | +0.5% | -8.5% | -7.9% |
| 30D | -9.8% | -9.3% | -0.5% | -11.1% |
| 3M | +4.7% | -22.1% | +26.8% | +1.2% |
| 6M | +34.1% | -45.8% | +79.9% | +22.9% |
| YTD | -8.4% | -46.7% | +38.3% | -15.6% |
| 1Y | -22.9% | -59.5% | +36.5% | -31.6% |
| 3Y | +203.3% | -99.2% | +302.5% | +51.5% |
| All | +379.3% | -99.2% | +478.4% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling