-25.2%
NVTS vs AFRM
-56.5%
+31.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.1% | +11.4% | +11.3% |
| 7D | +20.8% | -7.5% | +28.3% | +25.2% |
| 30D | -11.1% | -15.7% | +4.6% | -4.1% |
| 3M | -31.0% | -9.6% | -21.4% | -28.5% |
| 6M | -47.4% | +6.3% | -53.6% | -49.2% |
| YTD | +34.2% | -8.6% | +42.8% | +36.4% |
| 1Y | +22.2% | -7.6% | +29.8% | +23.1% |
| 3Y | +68.4% | +173.7% | -105.3% | -9.0% |
| 5Y | -39.0% | -56.9% | +17.9% | -58.5% |
| All | -25.2% | -56.5% | +31.3% | -48.9% |
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 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