+271.7%
AFRM vs NVDX
+774.9%
-503.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.7% |
| 7D | -8.5% | -8.6% | +0.1% | -6.7% |
| 30D | -11.4% | -1.4% | -9.9% | -11.6% |
| 3M | +8.2% | +10.6% | -2.4% | +4.2% |
| 6M | +36.6% | +20.2% | +16.5% | +28.2% |
| YTD | -8.7% | +11.8% | -20.5% | -14.0% |
| 1Y | -19.9% | +12.9% | -32.8% | -25.7% |
| All | +271.7% | +774.9% | -503.1% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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