-13.7%
AFRM vs Q
+75.8%
-89.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.7% |
| 7D | -8.4% | +4.0% | -12.4% | -9.5% |
| 30D | -18.3% | -2.3% | -15.9% | -17.9% |
| 3M | -12.7% | -7.9% | -4.8% | -11.3% |
| 6M | +3.0% | -16.0% | +19.0% | +5.1% |
| YTD | -11.4% | +51.7% | -63.1% | -32.9% |
| 1Y | -13.3% | +28.3% | -41.6% | -27.6% |
| All | -13.7% | +75.8% | -89.6% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling