+0.7%
NVO vs AFRM
-22.6%
+23.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.1% | -1.0% |
| 7D | -4.7% | -8.0% | +3.3% | -4.3% |
| 30D | -5.4% | -9.8% | +4.3% | -4.9% |
| 3M | +7.0% | +4.7% | +2.3% | +6.5% |
| 6M | +17.6% | +34.1% | -16.5% | +15.3% |
| YTD | -8.0% | -8.4% | +0.4% | -8.2% |
| 1Y | -13.8% | -22.9% | +9.1% | -13.5% |
| 3Y | -50.3% | +203.3% | -253.5% | -54.6% |
| 5Y | +0.7% | -26.0% | +26.6% | -3.6% |
| All | +0.7% | -22.6% | +23.2% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling