+278.0%
NVDL vs AFRM
+195.9%
+82.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.9% | -6.0% | -7.9% |
| 7D | -17.5% | -5.5% | -12.0% | -15.7% |
| 30D | -49.2% | -15.5% | -33.8% | -46.1% |
| 3M | -49.0% | -10.3% | -38.7% | -47.4% |
| 6M | -50.9% | +0.6% | -51.6% | -51.6% |
| YTD | -36.7% | -11.5% | -25.2% | -36.0% |
| 1Y | -43.0% | -16.6% | -26.4% | -41.5% |
| All | +278.0% | +195.9% | +82.1% | +193.2% |
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