+238.2%
NEM vs AFRM
+203.8%
+34.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +13.4% | -7.3% | +20.7% | +14.2% |
| 30D | +6.5% | -9.6% | +16.1% | +7.4% |
| 3M | +14.9% | -11.1% | +26.0% | +15.9% |
| 6M | +5.5% | +3.9% | +1.7% | +5.1% |
| YTD | +21.9% | -8.5% | +30.4% | +21.8% |
| 1Y | +47.9% | +3.3% | +44.6% | +46.5% |
| 3Y | +238.2% | +213.7% | +24.5% | +173.7% |
| All | +238.2% | +203.8% | +34.4% | +173.7% |
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