-17.7%
AFRM vs NVMI
+265.1%
-282.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.3% |
| 7D | +3.1% | +11.7% | -8.6% | -4.8% |
| 30D | -4.2% | -4.0% | -0.2% | -2.3% |
| 3M | +10.1% | -25.8% | +35.9% | +28.3% |
| 6M | +39.4% | -8.3% | +47.7% | +31.7% |
| YTD | -3.2% | +14.8% | -18.0% | -27.0% |
| 1Y | -16.1% | +37.9% | -53.9% | -47.4% |
| 3Y | +220.8% | +216.3% | +4.5% | -40.4% |
| 5Y | -17.7% | +277.2% | -294.8% | -85.1% |
| All | -17.7% | +265.1% | -282.8% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling