+125.0%
NU vs AFRM
+235.6%
-110.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.5% |
| 7D | +7.5% | -7.0% | +14.4% | +8.9% |
| 30D | +6.1% | -7.8% | +13.9% | +7.7% |
| 3M | +26.8% | +5.3% | +21.5% | +25.1% |
| 6M | +2.5% | +42.6% | -40.2% | -4.7% |
| YTD | -8.2% | -2.8% | -5.4% | -9.1% |
| 1Y | +3.4% | -19.3% | +22.7% | +4.8% |
| All | +125.0% | +235.6% | -110.5% | +88.7% |
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