+235.9%
NVDA vs AFRM
+192.6%
+43.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -12.7% | -4.4% | -8.3% | -12.0% |
| 30D | -26.4% | -7.7% | -18.8% | -25.4% |
| 3M | -27.6% | -16.9% | -10.8% | -25.6% |
| 6M | -27.7% | +2.5% | -30.2% | -28.7% |
| YTD | -12.5% | -12.5% | 0.0% | -12.2% |
| 1Y | -12.6% | -11.0% | -1.6% | -12.9% |
| 3Y | +235.9% | +184.6% | +51.4% | +184.5% |
| All | +235.9% | +192.6% | +43.3% | +184.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling