+120.2%
NEM vs AFRM
-56.8%
+176.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.5% |
| 7D | -6.4% | -4.4% | -2.0% | -6.2% |
| 30D | +1.4% | -7.7% | +9.1% | +1.9% |
| 3M | -0.7% | -16.9% | +16.2% | +0.2% |
| 6M | -4.5% | +2.5% | -7.0% | -4.6% |
| YTD | +14.0% | -12.5% | +26.6% | +14.3% |
| 1Y | +27.3% | -11.0% | +38.3% | +27.4% |
| 3Y | +250.5% | +184.6% | +65.9% | +226.8% |
| All | +120.2% | -56.8% | +176.9% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling