+127.3%
NI vs AFRM
-20.4%
+147.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.6% |
| 7D | +2.0% | -7.0% | +9.0% | +2.2% |
| 30D | -3.5% | -7.8% | +4.3% | -3.4% |
| 3M | -9.1% | +5.3% | -14.4% | -9.4% |
| 6M | -11.8% | +42.6% | -54.5% | -13.0% |
| YTD | +1.1% | -2.8% | +3.9% | +0.8% |
| 1Y | +6.7% | -19.3% | +26.0% | +6.8% |
| 3Y | +71.1% | +231.0% | -159.9% | +61.6% |
| 5Y | +94.3% | -22.2% | +116.6% | +78.7% |
| All | +127.3% | -20.4% | +147.7% | +108.7% |
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