-74.4%
NKE vs AFRM
-18.1%
-56.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.1% | +3.1% | -3.1% | -0.5% |
| 30D | -7.7% | -4.2% | -3.5% | -7.2% |
| 3M | -10.9% | +10.1% | -21.0% | -12.4% |
| 6M | -31.9% | +39.4% | -71.3% | -35.5% |
| YTD | -38.6% | -3.2% | -35.5% | -39.1% |
| 1Y | -46.9% | -16.1% | -30.9% | -46.7% |
| 3Y | -58.2% | +220.8% | -279.0% | -68.1% |
| All | -74.4% | -18.1% | -56.3% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling