-61.4%
NVD vs AFL
+11.7%
-73.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.1% |
| 7D | -11.1% | +0.6% | -11.7% | -11.9% |
| 30D | -13.3% | -6.2% | -7.1% | -5.9% |
| 3M | -19.8% | +2.2% | -22.0% | -21.4% |
| 6M | -48.8% | +5.3% | -54.1% | -51.3% |
| YTD | -49.7% | +8.0% | -57.6% | -54.4% |
| 1Y | -61.4% | +10.2% | -71.6% | -66.0% |
| All | -61.4% | +11.7% | -73.0% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling