-11.0%
AFRM vs Q
+77.9%
-88.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.9% | -7.0% | -2.2% |
| 7D | -7.5% | +8.4% | -16.0% | -9.9% |
| 30D | -15.7% | -1.2% | -14.5% | -15.6% |
| 3M | -9.6% | -9.3% | -0.3% | -7.6% |
| 6M | +6.3% | -15.0% | +21.3% | +8.0% |
| YTD | -8.6% | +53.5% | -62.1% | -31.0% |
| 1Y | -7.6% | +35.9% | -43.5% | -25.2% |
| All | -11.0% | +77.9% | -88.9% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling