+45.2%
NU vs AFRM
-46.1%
+91.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.6% |
| 7D | -2.6% | -8.0% | +5.4% | -0.2% |
| 30D | +8.2% | -9.8% | +18.0% | +11.3% |
| 3M | +26.3% | +4.7% | +21.6% | +23.8% |
| 6M | +2.2% | +34.1% | -31.9% | -7.5% |
| YTD | -10.4% | -8.4% | -2.0% | -10.3% |
| 1Y | -3.0% | -22.9% | +19.9% | +0.3% |
| 3Y | +120.3% | +203.3% | -83.0% | +21.8% |
| All | +45.2% | -46.1% | +91.3% | +17.2% |
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