+137.9%
NOK vs AFRM
+203.8%
-65.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.0% |
| 7D | -10.5% | -7.3% | -3.2% | -9.7% |
| 30D | -27.9% | -9.6% | -18.3% | -27.0% |
| 3M | -18.8% | -11.1% | -7.7% | -17.9% |
| 6M | -41.9% | +3.9% | -45.8% | -42.4% |
| YTD | +18.4% | -8.5% | +26.9% | +18.2% |
| 1Y | +10.9% | +3.3% | +7.6% | +9.0% |
| 3Y | +137.9% | +213.7% | -75.8% | +100.5% |
| All | +137.9% | +203.8% | -65.9% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling