-29.6%
AFRM vs NIO
-94.9%
+65.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.5% |
| 7D | -10.3% | -1.8% | -8.4% | -9.5% |
| 30D | -13.7% | -6.6% | -7.1% | -10.6% |
| 3M | -11.6% | -29.9% | +18.3% | +5.1% |
| 6M | +2.1% | -46.6% | +48.7% | +36.4% |
| YTD | -8.9% | -36.5% | +27.6% | +6.5% |
| 1Y | -9.7% | -51.1% | +41.4% | +20.3% |
| 3Y | +202.5% | -55.2% | +257.7% | +223.2% |
| 5Y | -55.3% | -92.3% | +37.0% | +27.5% |
| All | -29.6% | -94.9% | +65.3% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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