-29.4%
AFRM vs NVS
+119.5%
-148.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -7.5% | +1.3% | -8.9% | -7.9% |
| 30D | -15.7% | +13.9% | -29.6% | -18.8% |
| 3M | -9.6% | +4.7% | -14.3% | -11.2% |
| 6M | +6.3% | +12.1% | -5.8% | +1.3% |
| YTD | -8.6% | +22.3% | -30.9% | -16.4% |
| 1Y | -7.6% | +33.5% | -41.1% | -18.5% |
| 3Y | +173.7% | +94.7% | +78.9% | +92.3% |
| 5Y | -56.9% | +137.6% | -194.4% | -72.8% |
| All | -29.4% | +119.5% | -148.9% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling