-29.4%
AFRM vs NVS
+84.4%
-113.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.5% | -15.7% | +7.2% | -4.0% |
| 30D | -11.4% | -11.1% | -0.3% | -8.7% |
| 3M | +8.2% | -7.2% | +15.4% | +9.4% |
| 6M | +36.6% | -12.3% | +48.9% | +40.9% |
| YTD | -8.7% | +2.8% | -11.4% | -12.0% |
| 1Y | -19.9% | +11.9% | -31.8% | -25.8% |
| 3Y | +202.6% | +55.1% | +147.5% | +132.7% |
| 5Y | -45.0% | +94.1% | -139.1% | -63.5% |
| All | -29.4% | +84.4% | -113.8% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling