-11.0%
AFRM vs Q
+29.7%
-40.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.1% |
| 7D | -4.4% | +1.2% | -5.6% | -4.8% |
| 30D | -7.7% | -2.7% | -5.0% | -7.2% |
| 3M | -16.9% | -16.9% | +0.1% | -12.6% |
| 6M | +2.5% | -26.9% | +29.3% | +10.3% |
| YTD | -12.5% | +45.2% | -57.7% | -32.4% |
| 1Y | -11.0% | +38.1% | -49.2% | -30.7% |
| All | -11.0% | +29.7% | -40.7% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling