+5.9%
AFRM vs QID
-21.1%
+26.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.9% | +3.8% |
| 7D | +3.1% | +9.8% | -6.7% | +10.2% |
| 30D | +1.1% | +18.9% | -17.8% | +15.3% |
| 3M | -3.2% | +9.6% | -12.8% | +4.9% |
| 6M | +12.7% | -7.8% | +20.5% | +8.3% |
| YTD | +1.6% | -23.3% | +24.9% | -14.1% |
| 1Y | +5.9% | -22.0% | +27.9% | -7.4% |
| All | +5.9% | -21.1% | +26.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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