+31.1%
NVO vs AFRM
-27.6%
+58.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | -0.9% |
| 7D | +0.9% | -5.5% | +6.4% | +1.2% |
| 30D | +6.8% | -15.5% | +22.3% | +7.7% |
| 3M | -11.3% | -10.3% | -1.0% | -10.8% |
| 6M | -12.4% | +0.6% | -13.0% | -12.7% |
| YTD | -16.1% | -11.5% | -4.6% | -16.1% |
| 1Y | -15.1% | -16.6% | +1.5% | -14.9% |
| 3Y | -56.2% | +193.5% | -249.7% | -59.4% |
| 5Y | -19.4% | -55.8% | +36.4% | -23.6% |
| All | +31.1% | -27.6% | +58.7% | +23.2% |
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 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