+90.3%
NOC vs AFRM
-20.7%
+111.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -2.7% | +3.1% | -5.7% | -2.7% |
| 30D | -8.9% | -4.2% | -4.6% | -8.8% |
| 3M | -3.7% | +10.1% | -13.8% | -3.7% |
| 6M | -30.8% | +39.4% | -70.2% | -30.9% |
| YTD | -7.9% | -3.2% | -4.8% | -7.9% |
| 1Y | -9.4% | -16.1% | +6.6% | -9.4% |
| 3Y | +29.0% | +220.8% | -191.8% | +26.8% |
| 5Y | +56.1% | -17.7% | +73.7% | +51.6% |
| All | +90.3% | -20.7% | +111.0% | +86.2% |
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