+23.4%
NEE vs AFRM
-25.1%
+48.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.4% |
| 7D | +3.9% | -7.3% | +11.2% | +4.2% |
| 30D | +12.8% | -9.6% | +22.4% | +13.3% |
| 3M | +3.6% | -11.1% | +14.6% | +3.9% |
| 6M | -7.5% | +3.9% | -11.3% | -8.0% |
| YTD | +10.7% | -8.5% | +19.2% | +10.4% |
| 1Y | +9.1% | +3.3% | +5.8% | +8.0% |
| 3Y | +61.0% | +213.7% | -152.7% | +44.7% |
| 5Y | +16.3% | -58.5% | +74.8% | +6.5% |
| All | +23.4% | -25.1% | +48.4% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling