+1,134.5%
NVDA vs AFRM
-27.6%
+1,162.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.7% |
| 7D | -8.5% | -5.5% | -3.0% | -7.3% |
| 30D | -27.3% | -15.5% | -11.8% | -24.6% |
| 3M | -25.8% | -10.3% | -15.5% | -24.5% |
| 6M | -24.6% | +0.6% | -25.2% | -25.7% |
| YTD | -10.7% | -11.5% | +0.9% | -10.7% |
| 1Y | -14.0% | -16.6% | +2.6% | -13.3% |
| 3Y | +244.9% | +193.5% | +51.3% | +130.0% |
| 5Y | +449.3% | -55.8% | +505.1% | +320.4% |
| All | +1,134.5% | -27.6% | +1,162.1% | +782.0% |
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