+102.2%
NOC vs AFRM
-25.4%
+127.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | +0.4% |
| 7D | +4.9% | -10.3% | +15.1% | +4.9% |
| 30D | +13.6% | -13.7% | +27.3% | +13.6% |
| 3M | -3.9% | -11.6% | +7.7% | -3.8% |
| 6M | +1.4% | +2.1% | -0.7% | +1.4% |
| YTD | -2.2% | -8.9% | +6.7% | -2.2% |
| 1Y | -1.2% | -9.7% | +8.5% | -1.2% |
| 3Y | +25.0% | +202.5% | -177.4% | +23.1% |
| 5Y | +66.0% | -55.3% | +121.3% | +60.8% |
| All | +102.2% | -25.4% | +127.6% | +97.8% |
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