-26.6%
NCLH vs AFRM
-27.6%
+1.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.3% |
| 7D | +1.7% | -5.5% | +7.2% | +3.2% |
| 30D | +17.9% | -15.5% | +33.4% | +23.1% |
| 3M | -4.5% | -10.3% | +5.8% | -2.1% |
| 6M | +12.9% | +0.6% | +12.2% | +11.9% |
| YTD | -19.1% | -11.5% | -7.5% | -18.1% |
| 1Y | -4.6% | -16.6% | +12.0% | -2.5% |
| 3Y | +37.0% | +193.5% | -156.5% | -7.0% |
| 5Y | -29.5% | -55.8% | +26.3% | -49.8% |
| All | -26.6% | -27.6% | +1.0% | -52.8% |
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