+78.4%
NSC vs AFRM
+210.7%
-132.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.8% | +3.5% | -3.7% |
| 7D | -3.8% | -6.9% | +3.1% | -3.2% |
| 30D | +4.1% | -7.0% | +11.1% | +4.6% |
| 3M | -3.3% | -11.2% | +8.0% | -2.6% |
| 6M | +5.9% | +4.3% | +1.6% | +4.8% |
| YTD | +15.5% | -6.4% | +21.9% | +14.7% |
| 1Y | +19.3% | -2.6% | +21.9% | +17.7% |
| All | +78.4% | +210.7% | -132.3% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling