+408.8%
AFRM vs NVD
-99.2%
+508.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -2.9% |
| 7D | -7.0% | -11.1% | +4.2% | -9.2% |
| 30D | -7.8% | -13.3% | +5.5% | -10.0% |
| 3M | +5.3% | -19.8% | +25.1% | +2.8% |
| 6M | +42.6% | -48.8% | +91.4% | +29.2% |
| YTD | -2.8% | -49.7% | +46.9% | -11.6% |
| 1Y | -19.3% | -61.4% | +42.1% | -29.2% |
| 3Y | +231.0% | -99.1% | +330.1% | +57.5% |
| All | +408.8% | -99.2% | +508.0% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling