-19.9%
AFRM vs NVMI
+32.0%
-51.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | -8.5% | +3.8% | -12.3% | -9.5% |
| 30D | -11.4% | -7.6% | -3.8% | -9.7% |
| 3M | +8.2% | -28.0% | +36.2% | +15.5% |
| 6M | +36.6% | -15.3% | +51.9% | +36.1% |
| YTD | -8.7% | +11.5% | -20.1% | -21.1% |
| 1Y | -19.9% | +31.6% | -51.5% | -32.9% |
| All | -19.9% | +32.0% | -51.9% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling