+129.6%
NEM vs AFRM
-25.1%
+154.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.1% |
| 7D | +13.4% | -7.3% | +20.7% | +13.8% |
| 30D | +6.5% | -9.6% | +16.1% | +6.9% |
| 3M | +14.9% | -11.1% | +26.0% | +15.4% |
| 6M | +5.5% | +3.9% | +1.7% | +5.3% |
| YTD | +21.9% | -8.5% | +30.4% | +21.8% |
| 1Y | +47.9% | +3.3% | +44.6% | +47.2% |
| 3Y | +238.2% | +213.7% | +24.5% | +219.9% |
| 5Y | +146.2% | -58.5% | +204.7% | +129.8% |
| All | +129.6% | -25.1% | +154.7% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling