-41.5%
NCLH vs AFRM
-20.8%
-20.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +1.9% | -1.9% |
| 7D | -4.6% | -8.0% | +3.4% | -2.2% |
| 30D | -19.9% | -9.8% | -10.2% | -17.6% |
| 3M | -22.0% | +4.7% | -26.6% | -23.2% |
| 6M | -28.3% | +34.1% | -62.4% | -34.4% |
| YTD | -33.5% | -8.4% | -25.0% | -35.7% |
| 1Y | -41.5% | -22.9% | -18.5% | -45.8% |
| All | -41.5% | -20.8% | -20.7% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling