+363.8%
AFRM vs NVD
-98.6%
+462.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.9% | -13.9% | -0.7% |
| 7D | -8.4% | +43.9% | -52.2% | -0.2% |
| 30D | -18.3% | +74.0% | -92.3% | -6.9% |
| 3M | -12.7% | +48.3% | -61.0% | -3.2% |
| 6M | +3.0% | +30.3% | -27.3% | +13.9% |
| YTD | -11.4% | -12.9% | +1.5% | -8.1% |
| 1Y | -13.3% | -4.0% | -9.3% | -7.4% |
| 3Y | +194.0% | -98.5% | +292.5% | +76.8% |
| All | +363.8% | -98.6% | +462.4% | +161.3% |
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