-39.7%
NCLH vs AFRM
-25.0%
-14.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +1.9% | -2.1% |
| 7D | -4.6% | -8.0% | +3.4% | -2.6% |
| 30D | -19.9% | -9.8% | -10.2% | -17.9% |
| 3M | -22.0% | +4.7% | -26.6% | -23.1% |
| 6M | -28.3% | +34.1% | -62.4% | -34.0% |
| YTD | -33.5% | -8.4% | -25.0% | -33.1% |
| 1Y | -41.5% | -22.9% | -18.5% | -39.4% |
| 3Y | -8.9% | +203.3% | -212.2% | -39.7% |
| 5Y | -40.5% | -26.0% | -14.5% | -60.1% |
| All | -39.7% | -25.0% | -14.6% | -61.4% |
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