-22.9%
AFRM vs NVS
+10.4%
-33.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | -8.0% | -15.4% | +7.4% | -8.1% |
| 30D | -9.8% | -12.3% | +2.5% | -9.5% |
| 3M | +4.7% | -7.8% | +12.5% | +4.8% |
| 6M | +34.1% | -13.0% | +47.1% | +33.7% |
| YTD | -8.4% | +2.8% | -11.2% | -9.4% |
| 1Y | -22.9% | +10.6% | -33.6% | -24.0% |
| All | -22.9% | +10.4% | -33.3% | -24.0% |
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 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