+45.5%
NSC vs AFRM
-20.4%
+65.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.7% |
| 7D | -5.5% | -7.0% | +1.4% | -5.1% |
| 30D | -3.2% | -7.8% | +4.6% | -2.7% |
| 3M | +7.7% | +5.3% | +2.4% | +7.0% |
| 6M | +4.5% | +42.6% | -38.1% | +1.3% |
| YTD | +15.6% | -2.8% | +18.4% | +14.8% |
| 1Y | +19.8% | -19.3% | +39.1% | +20.1% |
| 3Y | +70.1% | +231.0% | -160.9% | +49.8% |
| 5Y | +46.1% | -22.2% | +68.4% | +25.8% |
| All | +45.5% | -20.4% | +65.9% | +24.4% |
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