+1,227.2%
NVDA vs AFRM
-25.2%
+1,252.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -11.6% | -7.5% | -4.0% | -10.0% |
| 30D | -22.1% | -15.7% | -6.4% | -19.2% |
| 3M | -20.1% | -9.6% | -10.5% | -19.0% |
| 6M | -16.8% | +6.3% | -23.1% | -19.1% |
| YTD | -4.0% | -8.6% | +4.6% | -4.8% |
| 1Y | -4.8% | -7.6% | +2.8% | -6.3% |
| 3Y | +281.7% | +173.7% | +108.0% | +158.4% |
| 5Y | +485.4% | -56.9% | +542.3% | +347.0% |
| All | +1,227.2% | -25.2% | +1,252.3% | +840.8% |
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