+238.2%
NET vs AFRM
-20.4%
+258.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -0.9% |
| 7D | -7.0% | -7.0% | 0.0% | -4.5% |
| 30D | -4.8% | -7.8% | +3.0% | -2.1% |
| 3M | +3.8% | +5.3% | -1.5% | +0.7% |
| 6M | +50.0% | +42.6% | +7.4% | +28.4% |
| YTD | +41.5% | -2.8% | +44.3% | +39.0% |
| 1Y | +32.8% | -19.3% | +52.1% | +38.0% |
| 3Y | +335.9% | +231.0% | +104.9% | +107.7% |
| 5Y | +113.8% | -22.2% | +136.1% | +32.5% |
| All | +238.2% | -20.4% | +258.6% | +108.5% |
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