+1,574.9%
NVDA vs AFRM
-20.7%
+1,595.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +3.8% | +3.1% | +0.8% | +3.1% |
| 30D | +0.8% | -4.2% | +5.0% | +1.5% |
| 3M | +8.2% | +10.1% | -1.9% | +5.1% |
| 6M | +27.1% | +39.4% | -12.3% | +16.4% |
| YTD | +21.2% | -3.2% | +24.3% | +19.3% |
| 1Y | +34.3% | -16.1% | +50.4% | +34.8% |
| 3Y | +396.3% | +220.8% | +175.5% | +219.8% |
| 5Y | +913.8% | -17.7% | +931.5% | +608.0% |
| All | +1,574.9% | -20.7% | +1,595.6% | +1,078.7% |
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 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