-70.9%
NKE vs AFRM
-27.6%
-43.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -1.1% |
| 7D | -4.6% | -5.5% | +0.9% | -3.9% |
| 30D | +6.9% | -15.5% | +22.3% | +9.1% |
| 3M | -5.8% | -10.3% | +4.5% | -4.8% |
| 6M | -9.1% | +0.6% | -9.7% | -9.8% |
| YTD | -39.2% | -11.5% | -27.6% | -39.1% |
| 1Y | -39.2% | -16.6% | -22.6% | -38.9% |
| 3Y | -61.8% | +193.5% | -255.4% | -69.2% |
| 5Y | -75.5% | -55.8% | -19.7% | -80.4% |
| All | -70.9% | -27.6% | -43.3% | -77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling