+180.6%
NOK vs AFRM
-20.4%
+201.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +2.9% |
| 7D | -1.8% | -7.0% | +5.2% | -1.1% |
| 30D | +4.7% | -7.8% | +12.5% | +5.4% |
| 3M | -39.7% | +5.3% | -45.0% | -40.1% |
| 6M | +23.1% | +42.6% | -19.6% | +18.0% |
| YTD | +55.0% | -2.8% | +57.8% | +54.0% |
| 1Y | +118.0% | -19.3% | +137.3% | +119.5% |
| 3Y | +170.5% | +231.0% | -60.5% | +123.3% |
| 5Y | +84.9% | -22.2% | +107.1% | +52.6% |
| All | +180.6% | -20.4% | +201.0% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling