+165.2%
NOK vs AFRM
+235.6%
-70.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.0% |
| 7D | -1.8% | -7.0% | +5.2% | -1.0% |
| 30D | +4.7% | -7.8% | +12.5% | +5.5% |
| 3M | -39.7% | +5.3% | -45.0% | -40.1% |
| 6M | +23.1% | +42.6% | -19.6% | +17.3% |
| YTD | +55.0% | -2.8% | +57.8% | +53.8% |
| 1Y | +118.0% | -19.3% | +137.3% | +119.5% |
| All | +165.2% | +235.6% | -70.4% | +107.3% |
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 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