+7.8%
NEM vs AFRM
+48.4%
-40.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.2% |
| 7D | +0.3% | -7.0% | +7.3% | +1.9% |
| 30D | +23.1% | -7.8% | +30.9% | +25.1% |
| 3M | +18.5% | +5.3% | +13.2% | +16.0% |
| 6M | +7.8% | +42.6% | -34.9% | +2.6% |
| All | +7.8% | +48.4% | -40.7% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling