+42.0%
NVO vs AFRM
-25.2%
+67.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -7.4% | -8.5% | +1.1% | -6.9% |
| 30D | -5.5% | -11.4% | +5.9% | -4.9% |
| 3M | +4.1% | +8.2% | -4.1% | +3.5% |
| 6M | +19.3% | +36.6% | -17.3% | +17.1% |
| YTD | -9.2% | -8.7% | -0.5% | -9.3% |
| 1Y | -15.0% | -19.9% | +4.9% | -14.8% |
| 3Y | -50.9% | +202.6% | -253.4% | -54.7% |
| 5Y | -0.9% | -45.0% | +44.2% | -6.5% |
| All | +42.0% | -25.2% | +67.2% | +33.3% |
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