+1,266.3%
NVDL vs AFRM
+386.3%
+880.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.7% |
| 7D | -24.8% | -4.4% | -20.4% | -23.6% |
| 30D | -48.0% | -7.7% | -40.4% | -46.7% |
| 3M | -51.5% | -16.9% | -34.7% | -49.0% |
| 6M | -54.9% | +2.5% | -57.4% | -55.6% |
| YTD | -39.2% | -12.5% | -26.7% | -38.3% |
| 1Y | -41.1% | -11.0% | -30.1% | -40.8% |
| 3Y | +262.9% | +184.6% | +78.4% | +162.9% |
| All | +1,266.3% | +386.3% | +880.1% | +598.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling