+45.4%
NSC vs AFRM
-23.4%
+68.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.8% | +3.5% | -3.8% |
| 7D | -3.8% | -6.9% | +3.1% | -3.3% |
| 30D | +4.1% | -7.0% | +11.1% | +4.5% |
| 3M | -3.3% | -11.2% | +8.0% | -2.7% |
| 6M | +5.9% | +4.3% | +1.6% | +5.0% |
| YTD | +15.5% | -6.4% | +21.9% | +14.9% |
| 1Y | +19.3% | -2.6% | +21.9% | +18.1% |
| 3Y | +79.0% | +210.6% | -131.5% | +58.6% |
| 5Y | +28.3% | -57.6% | +85.9% | +10.4% |
| All | +45.4% | -23.4% | +68.8% | +24.5% |
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 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