+692.2%
NVDL vs AFRM
+221.8%
+470.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | +7.3% | +3.1% | +4.2% | +6.3% |
| 30D | -0.7% | -4.2% | +3.5% | +0.3% |
| 3M | +9.5% | +10.1% | -0.6% | +5.1% |
| 6M | +41.6% | +39.4% | +2.2% | +25.9% |
| YTD | +23.3% | -3.2% | +26.5% | +21.5% |
| 1Y | +40.3% | -16.1% | +56.4% | +42.7% |
| 3Y | +692.2% | +220.8% | +471.4% | +480.2% |
| All | +692.2% | +221.8% | +470.4% | +480.2% |
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