-40.8%
NCLH vs AFRM
-25.2%
-15.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -6.5% | -8.5% | +1.9% | -4.4% |
| 30D | -22.1% | -11.4% | -10.7% | -19.7% |
| 3M | -18.7% | +8.2% | -26.9% | -20.6% |
| 6M | -28.4% | +36.6% | -65.0% | -34.4% |
| YTD | -34.7% | -8.7% | -26.1% | -34.3% |
| 1Y | -42.7% | -19.9% | -22.8% | -41.2% |
| 3Y | -10.6% | +202.6% | -213.2% | -40.8% |
| 5Y | -40.7% | -45.0% | +4.3% | -59.0% |
| All | -40.8% | -25.2% | -15.6% | -62.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling