-25.9%
AFRM vs NVMI
+385.3%
-411.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | -2.7% | -8.4% | +5.7% | +2.7% |
| 3M | +7.4% | -33.6% | +41.0% | +36.2% |
| 6M | +40.7% | -14.7% | +55.3% | +41.2% |
| YTD | -4.0% | +13.2% | -17.2% | -26.4% |
| 1Y | -12.2% | +29.0% | -41.3% | -41.1% |
| 3Y | +203.1% | +215.0% | -11.9% | -37.3% |
| 5Y | -42.2% | +268.6% | -310.8% | -88.3% |
| All | -25.9% | +385.3% | -411.2% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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