-7.8%
NVTS vs AFRM
-53.7%
+45.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +7.4% |
| 7D | +2.7% | -7.0% | +9.7% | +5.6% |
| 30D | -4.5% | -7.8% | +3.3% | -2.0% |
| 3M | -61.5% | +5.3% | -66.8% | -62.6% |
| 6M | +28.0% | +42.6% | -14.7% | +9.3% |
| YTD | +65.3% | -2.8% | +68.1% | +63.5% |
| 1Y | +113.0% | -19.3% | +132.3% | +123.6% |
| 3Y | +34.7% | +231.0% | -196.3% | -34.6% |
| All | -7.8% | -53.7% | +45.9% | -38.8% |
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