+1,101.8%
NBIS vs AFRM
+50.6%
+1,051.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.0% | +1.4% |
| 7D | +17.8% | -8.0% | +25.8% | +22.8% |
| 30D | +30.5% | -9.8% | +40.3% | +35.7% |
| 3M | +9.2% | +4.7% | +4.5% | +3.6% |
| 6M | +153.2% | +34.1% | +119.0% | +105.9% |
| YTD | +187.1% | -8.4% | +195.6% | +185.4% |
| 1Y | +151.1% | -22.9% | +174.0% | +169.4% |
| All | +1,101.8% | +50.6% | +1,051.1% | +806.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling