-13.3%
AFRM vs NVS
+32.8%
-46.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -8.4% | +2.5% | -10.9% | -8.5% |
| 30D | -18.3% | +13.6% | -31.8% | -18.3% |
| 3M | -12.7% | +4.1% | -16.8% | -12.2% |
| 6M | +3.0% | +11.8% | -8.8% | +2.3% |
| YTD | -11.4% | +22.0% | -33.4% | -16.4% |
| 1Y | -13.3% | +32.3% | -45.6% | -23.3% |
| All | -13.3% | +32.8% | -46.1% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling