-31.7%
AFRM vs NIO
-95.2%
+63.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +2.9% | 0.0% |
| 7D | -5.5% | -4.7% | -0.8% | -3.5% |
| 30D | -15.5% | -14.3% | -1.1% | -8.6% |
| 3M | -10.3% | -32.8% | +22.5% | +8.8% |
| 6M | +0.6% | -49.8% | +50.5% | +38.6% |
| YTD | -11.5% | -40.2% | +28.7% | +6.5% |
| 1Y | -16.6% | -52.7% | +36.1% | +13.0% |
| 3Y | +193.5% | -57.9% | +251.4% | +223.1% |
| 5Y | -55.8% | -92.9% | +37.0% | +30.6% |
| All | -31.7% | -95.2% | +63.5% | +136.7% |
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