-71.2%
NKE vs AFRM
-25.0%
-46.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.3% |
| 7D | -2.3% | -8.0% | +5.7% | -1.3% |
| 30D | -10.4% | -9.8% | -0.6% | -9.3% |
| 3M | -15.5% | +4.7% | -20.1% | -16.2% |
| 6M | -32.6% | +34.1% | -66.8% | -35.5% |
| YTD | -39.8% | -8.4% | -31.4% | -39.9% |
| 1Y | -47.6% | -22.9% | -24.7% | -46.9% |
| 3Y | -59.0% | +203.3% | -262.3% | -67.2% |
| 5Y | -74.9% | -26.0% | -49.0% | -80.2% |
| All | -71.2% | -25.0% | -46.2% | -77.5% |
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