+406.9%
AFRM vs NVD
-99.2%
+506.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | +0.5% |
| 7D | +3.1% | -7.7% | +10.7% | +1.4% |
| 30D | -4.2% | -5.8% | +1.6% | -4.8% |
| 3M | +10.1% | -23.2% | +33.3% | +6.1% |
| 6M | +39.4% | -49.7% | +89.2% | +25.7% |
| YTD | -3.2% | -47.7% | +44.5% | -11.1% |
| 1Y | -16.1% | -61.3% | +45.3% | -26.3% |
| 3Y | +220.8% | -99.2% | +320.0% | +59.6% |
| All | +406.9% | -99.2% | +506.1% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling