+378.4%
AFRM vs NVD
-98.8%
+477.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | +1.7% |
| 7D | -7.5% | +23.8% | -31.3% | -2.6% |
| 30D | -15.7% | +57.0% | -72.7% | -6.2% |
| 3M | -9.6% | +41.6% | -51.2% | -0.8% |
| 6M | +6.3% | +17.6% | -11.3% | +14.8% |
| YTD | -8.6% | -21.4% | +12.8% | -7.4% |
| 1Y | -7.6% | -23.3% | +15.7% | -6.0% |
| 3Y | +173.7% | -98.7% | +272.3% | +58.8% |
| All | +378.4% | -98.8% | +477.2% | +163.2% |
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