-71.8%
NKE vs AFRM
-25.2%
-46.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | -8.5% | +2.9% | -4.5% |
| 30D | -10.4% | -11.4% | +0.9% | -9.1% |
| 3M | -15.8% | +8.2% | -24.1% | -16.9% |
| 6M | -33.4% | +36.6% | -70.0% | -36.4% |
| YTD | -41.0% | -8.7% | -32.3% | -41.0% |
| 1Y | -49.1% | -19.9% | -29.2% | -48.6% |
| 3Y | -59.8% | +202.6% | -262.4% | -67.9% |
| 5Y | -75.5% | -45.0% | -30.4% | -80.5% |
| All | -71.8% | -25.2% | -46.6% | -77.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling