-5.4%
AFRM vs Q
+71.3%
-76.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.2% |
| 7D | -7.0% | +0.2% | -7.2% | -7.0% |
| 30D | -7.8% | -11.1% | +3.3% | -4.6% |
| 3M | +5.3% | -22.1% | +27.4% | +12.1% |
| 6M | +42.6% | +0.5% | +42.2% | +33.3% |
| YTD | -2.8% | +47.8% | -50.6% | -25.2% |
| All | -5.4% | +71.3% | -76.7% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling