-29.3%
AFRM vs NIO
-94.6%
+65.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.2% | -5.2% |
| 7D | -7.3% | +5.6% | -12.9% | -9.8% |
| 30D | -9.6% | -4.2% | -5.3% | -7.5% |
| 3M | -11.1% | -26.3% | +15.2% | +3.0% |
| 6M | +3.9% | -42.5% | +46.4% | +33.8% |
| YTD | -8.5% | -33.5% | +25.0% | +4.6% |
| 1Y | +3.3% | -52.7% | +55.9% | +39.7% |
| 3Y | +213.7% | -57.5% | +271.2% | +248.6% |
| 5Y | -58.5% | -92.0% | +33.5% | +16.1% |
| All | -29.3% | -94.6% | +65.3% | +132.5% |
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