+45.4%
NSC vs AFRM
-27.4%
+72.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.9% |
| 7D | -3.4% | -8.4% | +4.9% | -2.8% |
| 30D | +3.6% | -18.3% | +21.9% | +5.0% |
| 3M | -1.4% | -12.7% | +11.3% | -0.7% |
| 6M | +6.0% | +3.0% | +2.9% | +5.2% |
| YTD | +15.5% | -11.4% | +26.9% | +15.3% |
| 1Y | +16.2% | -13.3% | +29.6% | +16.0% |
| 3Y | +76.9% | +194.0% | -117.1% | +57.5% |
| 5Y | +29.3% | -50.6% | +79.9% | +11.5% |
| All | +45.4% | -27.4% | +72.9% | +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