+51.1%
NEM vs AFRM
+8.5%
+42.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.0% | +4.9% | +8.9% |
| 7D | +3.7% | +3.1% | +0.6% | +3.1% |
| 30D | +2.0% | +1.1% | +0.9% | +1.7% |
| 3M | +21.1% | -3.2% | +24.3% | +21.3% |
| 6M | +9.5% | +12.7% | -3.2% | +6.8% |
| YTD | +19.1% | +1.6% | +17.5% | +17.3% |
| 1Y | +51.1% | +5.9% | +45.2% | +48.6% |
| All | +51.1% | +8.5% | +42.6% | +48.6% |
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 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