+141.3%
NEM vs AFRM
-20.7%
+162.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +3.9% | +3.1% | +0.8% | +3.7% |
| 30D | +12.7% | -4.2% | +16.9% | +12.9% |
| 3M | +28.7% | +10.1% | +18.5% | +28.1% |
| 6M | +9.8% | +39.4% | -29.6% | +8.3% |
| YTD | +28.1% | -3.2% | +31.3% | +27.8% |
| 1Y | +69.3% | -16.1% | +85.4% | +69.4% |
| 3Y | +247.7% | +220.8% | +26.9% | +228.0% |
| 5Y | +153.4% | -17.7% | +171.0% | +135.5% |
| All | +141.3% | -20.7% | +162.0% | +125.1% |
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