+392.9%
NUE vs AFRM
-27.4%
+420.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +3.2% |
| 7D | -6.2% | -8.4% | +2.1% | -5.4% |
| 30D | +2.5% | -18.3% | +20.7% | +4.5% |
| 3M | -6.4% | -12.7% | +6.3% | -5.4% |
| 6M | +13.3% | +3.0% | +10.2% | +12.0% |
| YTD | +58.5% | -11.4% | +69.9% | +58.1% |
| 1Y | +81.9% | -13.3% | +95.2% | +81.5% |
| 3Y | +75.3% | +194.0% | -118.8% | +47.3% |
| 5Y | +149.9% | -50.6% | +200.5% | +102.2% |
| All | +392.9% | -27.4% | +420.4% | +294.1% |
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