+173.7%
AFRM vs NVS
+92.9%
+80.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -7.5% | +1.3% | -8.9% | -7.6% |
| 30D | -15.7% | +13.9% | -29.6% | -16.3% |
| 3M | -9.6% | +4.7% | -14.3% | -9.7% |
| 6M | +6.3% | +12.1% | -5.8% | +5.3% |
| YTD | -8.6% | +22.3% | -30.9% | -10.5% |
| 1Y | -7.6% | +33.5% | -41.1% | -10.5% |
| 3Y | +173.7% | +94.7% | +78.9% | +172.7% |
| All | +173.7% | +92.9% | +80.8% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling