+37.7%
NEE vs AFRM
+235.6%
-197.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.7% |
| 7D | +1.9% | -7.0% | +8.9% | +2.1% |
| 30D | -2.2% | -7.8% | +5.6% | -2.0% |
| 3M | -1.2% | +5.3% | -6.5% | -1.4% |
| 6M | -8.6% | +42.6% | -51.2% | -9.5% |
| YTD | +6.2% | -2.8% | +9.0% | +6.2% |
| 1Y | +21.1% | -19.3% | +40.4% | +21.5% |
| All | +37.7% | +235.6% | -197.9% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling