+150.4%
NI vs AFRM
-27.4%
+177.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.6% |
| 7D | +1.5% | -8.4% | +9.9% | +1.8% |
| 30D | +11.9% | -18.3% | +30.1% | +12.5% |
| 3M | +9.1% | -12.7% | +21.8% | +9.5% |
| 6M | -1.8% | +3.0% | -4.8% | -2.1% |
| YTD | +11.4% | -11.4% | +22.8% | +11.3% |
| 1Y | +6.4% | -13.3% | +19.7% | +6.3% |
| 3Y | +98.2% | +194.0% | -95.8% | +88.1% |
| 5Y | +110.1% | -50.6% | +160.7% | +92.6% |
| All | +150.4% | -27.4% | +177.8% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling