+132.0%
NOK vs AFRM
-17.6%
+149.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.2% |
| 7D | +7.3% | +3.1% | +4.2% | +6.7% |
| 30D | +13.8% | -4.2% | +18.0% | +14.2% |
| 3M | -27.0% | +10.1% | -37.1% | -28.0% |
| 6M | +37.6% | +39.4% | -1.8% | +30.3% |
| YTD | +64.6% | -3.2% | +67.8% | +61.8% |
| 1Y | +132.0% | -16.1% | +148.1% | +128.1% |
| All | +132.0% | -17.6% | +149.6% | +128.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling