+223.2%
NET vs AFRM
-16.8%
+240.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.6% | -4.5% |
| 7D | -16.4% | +3.1% | -19.5% | -17.4% |
| 30D | -25.8% | +1.1% | -27.0% | -26.5% |
| 3M | -11.5% | -3.2% | -8.3% | -11.8% |
| 6M | +18.9% | +12.7% | +6.2% | +11.2% |
| YTD | +35.2% | +1.6% | +33.7% | +29.1% |
| 1Y | +14.5% | +5.9% | +8.6% | +6.5% |
| 3Y | +313.8% | +237.0% | +76.8% | +97.0% |
| 5Y | +32.6% | -55.1% | +87.7% | -10.6% |
| All | +223.2% | -16.8% | +240.0% | +93.6% |
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