+184.6%
AFRM vs NWSA
+32.6%
+152.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -4.2% |
| 7D | -4.4% | +2.2% | -6.6% | -6.8% |
| 30D | -7.7% | -8.8% | +1.1% | +1.0% |
| 3M | -16.9% | -6.5% | -10.4% | -12.2% |
| 6M | +2.5% | +1.5% | +1.0% | -5.1% |
| YTD | -12.5% | +4.0% | -16.6% | -22.6% |
| 1Y | -11.0% | +3.4% | -14.5% | -20.7% |
| 3Y | +184.6% | +34.8% | +149.7% | +55.9% |
| All | +184.6% | +32.6% | +152.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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