-11.0%
AFRM vs NVD
-5.2%
-5.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -0.4% |
| 7D | -4.4% | +28.6% | -33.0% | +0.4% |
| 30D | -7.7% | +73.6% | -81.3% | +3.1% |
| 3M | -16.9% | +70.1% | -86.9% | -6.6% |
| 6M | +2.5% | +53.6% | -51.1% | +15.5% |
| YTD | -12.5% | -7.0% | -5.5% | -8.1% |
| 1Y | -11.0% | -9.0% | -2.0% | -7.7% |
| All | -11.0% | -5.2% | -5.9% | -7.7% |
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