+130.1%
NI vs AFRM
-20.7%
+150.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +2.3% | +3.1% | -0.8% | +2.2% |
| 30D | -1.7% | -4.2% | +2.5% | -1.6% |
| 3M | -8.0% | +10.1% | -18.1% | -8.4% |
| 6M | -8.6% | +39.4% | -48.1% | -9.8% |
| YTD | +2.3% | -3.2% | +5.5% | +2.1% |
| 1Y | +6.9% | -16.1% | +23.0% | +6.9% |
| 3Y | +70.6% | +220.8% | -150.2% | +61.2% |
| 5Y | +96.4% | -17.7% | +114.0% | +80.7% |
| All | +130.1% | -20.7% | +150.8% | +111.3% |
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