+50.3%
NVO vs AFRM
-20.4%
+70.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.8% |
| 7D | +2.2% | -7.0% | +9.1% | +2.5% |
| 30D | +6.0% | -7.8% | +13.8% | +6.4% |
| 3M | +7.9% | +5.3% | +2.6% | +7.4% |
| 6M | +27.1% | +42.6% | -15.6% | +24.4% |
| YTD | -3.8% | -2.8% | -1.0% | -4.2% |
| 1Y | -12.8% | -19.3% | +6.5% | -12.7% |
| 3Y | -46.3% | +231.0% | -277.3% | -50.7% |
| 5Y | +3.6% | -22.2% | +25.8% | -3.0% |
| All | +50.3% | -20.4% | +70.7% | +40.7% |
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