+45.4%
NSC vs AFRM
-28.4%
+73.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +2.5% | -4.4% | +6.9% | +2.8% |
| 30D | +1.7% | -7.7% | +9.4% | +2.2% |
| 3M | -2.6% | -16.9% | +14.3% | -1.5% |
| 6M | +6.4% | +2.5% | +3.9% | +5.7% |
| YTD | +15.5% | -12.5% | +28.0% | +15.4% |
| 1Y | +17.6% | -11.0% | +28.6% | +17.2% |
| 3Y | +75.0% | +184.6% | -109.6% | +56.1% |
| 5Y | +32.2% | -56.3% | +88.5% | +14.1% |
| All | +45.4% | -28.4% | +73.8% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling