+236.1%
NRG vs AFRM
-20.4%
+256.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.6% | +9.0% | +6.7% |
| 7D | +7.1% | -7.0% | +14.1% | +7.8% |
| 30D | -1.4% | -7.8% | +6.4% | -0.7% |
| 3M | -10.5% | +5.3% | -15.8% | -11.1% |
| 6M | -26.7% | +42.6% | -69.4% | -29.7% |
| YTD | -24.5% | -2.8% | -21.7% | -25.1% |
| 1Y | -18.6% | -19.3% | +0.7% | -18.0% |
| 3Y | +227.1% | +231.0% | -3.8% | +185.1% |
| 5Y | +198.8% | -22.2% | +221.0% | +156.0% |
| All | +236.1% | -20.4% | +256.5% | +188.1% |
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