+136.1%
NOK vs AFRM
-25.4%
+161.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +2.0% |
| 7D | +2.2% | -10.3% | +12.4% | +3.4% |
| 30D | -14.7% | -13.7% | -1.0% | -13.4% |
| 3M | -10.6% | -11.6% | +1.0% | -9.7% |
| 6M | -39.4% | +2.1% | -41.5% | -39.7% |
| YTD | +30.4% | -8.9% | +39.3% | +30.3% |
| 1Y | +22.3% | -9.7% | +32.0% | +22.1% |
| 3Y | +157.6% | +202.5% | -44.8% | +115.9% |
| 5Y | +64.6% | -55.3% | +119.9% | +38.1% |
| All | +136.1% | -25.4% | +161.4% | +94.3% |
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