+194.1%
NRG vs AFRM
-22.6%
+216.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -3.0% |
| 7D | +3.9% | -8.0% | +11.9% | +4.8% |
| 30D | -3.0% | -9.8% | +6.8% | -2.0% |
| 3M | -10.9% | +4.7% | -15.6% | -11.6% |
| 6M | -25.3% | +34.1% | -59.4% | -28.1% |
| YTD | -26.8% | -8.4% | -18.4% | -27.0% |
| 1Y | -23.3% | -22.9% | -0.4% | -22.4% |
| 3Y | +208.6% | +203.3% | +5.3% | +167.9% |
| 5Y | +194.1% | -26.0% | +220.1% | +146.8% |
| All | +194.1% | -22.6% | +216.7% | +146.8% |
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