-25.2%
AFRM vs QID
-87.9%
+62.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | 0.0% |
| 7D | +3.1% | -2.7% | +5.8% | -0.2% |
| 30D | -4.2% | +1.8% | -6.0% | -1.8% |
| 3M | +10.1% | -2.2% | +12.3% | +10.6% |
| 6M | +39.4% | -32.1% | +71.6% | -6.2% |
| YTD | -3.2% | -28.6% | +25.4% | -29.7% |
| 1Y | -16.1% | -36.3% | +20.3% | -45.1% |
| 3Y | +220.8% | -74.4% | +295.2% | -7.1% |
| 5Y | -17.7% | -80.8% | +63.1% | -62.2% |
| All | -25.2% | -87.9% | +62.7% | -72.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling