-31.6%
AFRM vs NVS
+119.0%
-150.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -8.4% | +2.5% | -10.9% | -9.0% |
| 30D | -18.3% | +13.6% | -31.8% | -21.2% |
| 3M | -12.7% | +4.1% | -16.8% | -14.1% |
| 6M | +3.0% | +11.8% | -8.8% | -1.7% |
| YTD | -11.4% | +22.0% | -33.4% | -18.8% |
| 1Y | -13.3% | +32.3% | -45.6% | -23.3% |
| 3Y | +194.0% | +93.6% | +100.4% | +107.3% |
| 5Y | -50.6% | +136.7% | -187.3% | -68.9% |
| All | -31.6% | +119.0% | -150.5% | -56.0% |
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