+48.4%
NU vs AFRM
-43.0%
+91.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.0% | +3.1% | +3.0% | +5.1% |
| 30D | +10.8% | -4.2% | +15.0% | +12.0% |
| 3M | +32.2% | +10.1% | +22.0% | +27.7% |
| 6M | +5.1% | +39.4% | -34.3% | -6.0% |
| YTD | -8.4% | -3.2% | -5.3% | -9.8% |
| 1Y | +0.7% | -16.1% | +16.8% | +1.6% |
| 3Y | +125.1% | +220.8% | -95.7% | +22.5% |
| All | +48.4% | -43.0% | +91.4% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling