-24.9%
AFRM vs NVS
+114.6%
-139.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.0% |
| 7D | -7.0% | +4.0% | -11.0% | -8.3% |
| 30D | -7.8% | +3.6% | -11.4% | -8.9% |
| 3M | +5.3% | +7.8% | -2.5% | +2.1% |
| 6M | +42.6% | -0.2% | +42.8% | +42.2% |
| YTD | -2.8% | +19.6% | -22.4% | -10.2% |
| 1Y | -19.3% | +28.4% | -47.7% | -27.8% |
| 3Y | +231.0% | +76.2% | +154.8% | +147.9% |
| 5Y | -22.2% | +111.1% | -133.3% | -49.6% |
| All | -24.9% | +114.6% | -139.5% | -51.2% |
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