+212.3%
NRG vs AFRM
-55.6%
+267.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +21.7% | -5.5% | +27.2% | +22.5% |
| 30D | -8.1% | -15.5% | +7.4% | -6.4% |
| 3M | -18.3% | -10.3% | -8.0% | -17.6% |
| 6M | -28.0% | +0.6% | -28.6% | -28.5% |
| YTD | -37.5% | -11.5% | -26.0% | -37.6% |
| 1Y | -41.1% | -16.6% | -24.5% | -40.8% |
| 3Y | +126.6% | +193.5% | -67.0% | +93.9% |
| 5Y | +212.3% | -55.8% | +268.1% | +186.6% |
| All | +212.3% | -55.6% | +267.8% | +186.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling