+389.8%
NUE vs AFRM
-25.2%
+415.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.7% | -8.5% | +5.8% | -1.8% |
| 30D | -6.1% | -11.4% | +5.3% | -5.0% |
| 3M | +2.2% | +8.2% | -6.0% | +0.9% |
| 6M | +50.8% | +36.6% | +14.2% | +44.6% |
| YTD | +57.5% | -8.7% | +66.2% | +57.0% |
| 1Y | +82.5% | -19.9% | +102.4% | +83.4% |
| 3Y | +61.7% | +202.6% | -140.9% | +34.8% |
| 5Y | +145.1% | -45.0% | +190.2% | +98.1% |
| All | +389.8% | -25.2% | +415.0% | +291.2% |
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