-24.9%
AFRM vs NVMI
+385.7%
-410.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -6.5% |
| 7D | -7.0% | +6.6% | -13.6% | -11.1% |
| 30D | -7.8% | -7.5% | -0.3% | -3.7% |
| 3M | +5.3% | -28.5% | +33.8% | +25.9% |
| 6M | +42.6% | -15.7% | +58.4% | +44.0% |
| YTD | -2.8% | +13.3% | -16.1% | -25.5% |
| 1Y | -19.3% | +48.3% | -67.6% | -52.3% |
| 3Y | +231.0% | +191.2% | +39.7% | -25.1% |
| 5Y | -22.2% | +268.7% | -290.9% | -84.3% |
| All | -24.9% | +385.7% | -410.6% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling