+253.0%
NEM vs AFRM
+232.3%
+20.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.6% |
| 7D | +0.3% | -7.0% | +7.3% | +0.9% |
| 30D | +23.1% | -7.8% | +30.9% | +23.8% |
| 3M | +18.5% | +5.3% | +13.2% | +17.8% |
| 6M | +7.8% | +42.6% | -34.9% | +4.6% |
| YTD | +29.1% | -2.8% | +31.9% | +28.4% |
| 1Y | +72.7% | -19.3% | +92.0% | +73.3% |
| All | +253.0% | +232.3% | +20.7% | +185.4% |
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