-29.3%
AFRM vs NVS
+84.4%
-113.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | -8.0% | -15.4% | +7.4% | -3.6% |
| 30D | -9.8% | -12.3% | +2.5% | -6.6% |
| 3M | +4.7% | -7.8% | +12.5% | +6.0% |
| 6M | +34.1% | -13.0% | +47.1% | +38.7% |
| YTD | -8.4% | +2.8% | -11.2% | -11.8% |
| 1Y | -22.9% | +10.6% | -33.6% | -28.2% |
| 3Y | +203.3% | +55.1% | +148.2% | +133.3% |
| 5Y | -26.0% | +91.7% | -117.6% | -50.9% |
| All | -29.3% | +84.4% | -113.7% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling