-17.7%
AFRM vs NVS
+88.8%
-106.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.9% | +13.6% | +3.8% |
| 7D | +3.1% | -14.6% | +17.7% | +7.6% |
| 30D | -4.2% | -11.9% | +7.7% | -1.0% |
| 3M | +10.1% | -6.0% | +16.1% | +10.7% |
| 6M | +39.4% | -11.4% | +50.8% | +43.2% |
| YTD | -3.2% | +2.9% | -6.1% | -6.8% |
| 1Y | -16.1% | +10.2% | -26.3% | -21.8% |
| 3Y | +220.8% | +55.3% | +165.5% | +144.3% |
| 5Y | -17.7% | +89.6% | -107.3% | -53.9% |
| All | -17.7% | +88.8% | -106.5% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling