+42.6%
AFRM vs NVS
+0.3%
+42.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.5% |
| 7D | -7.0% | +4.0% | -11.0% | -6.8% |
| 30D | -7.8% | +3.6% | -11.4% | -7.4% |
| 3M | +5.3% | +7.8% | -2.5% | +4.5% |
| 6M | +42.6% | -0.2% | +42.8% | +55.0% |
| All | +42.6% | +0.3% | +42.4% | +55.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling