+144.1%
NI vs AFRM
-25.1%
+169.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.6% |
| 7D | -0.9% | -7.3% | +6.4% | -0.7% |
| 30D | +9.6% | -9.6% | +19.2% | +9.9% |
| 3M | +2.5% | -11.1% | +13.5% | +2.7% |
| 6M | -5.8% | +3.9% | -9.7% | -6.1% |
| YTD | +8.6% | -8.5% | +17.1% | +8.4% |
| 1Y | +6.0% | +3.3% | +2.7% | +5.3% |
| 3Y | +91.0% | +213.7% | -122.7% | +80.9% |
| 5Y | +104.8% | -58.5% | +163.3% | +87.1% |
| All | +144.1% | -25.1% | +169.1% | +124.4% |
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 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