-29.4%
AFRM vs QID
-86.7%
+57.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | -7.9% |
| 7D | -7.5% | -0.8% | -6.8% | -7.5% |
| 30D | -15.7% | +20.1% | -35.8% | +5.9% |
| 3M | -9.6% | +11.8% | -21.4% | +5.4% |
| 6M | +6.3% | +5.5% | +0.7% | +20.4% |
| YTD | -8.6% | -21.5% | +12.9% | -24.5% |
| 1Y | -7.6% | -22.6% | +15.0% | -23.7% |
| 3Y | +173.7% | -72.3% | +246.0% | -14.6% |
| 5Y | -56.9% | -76.9% | +20.0% | -76.0% |
| All | -29.4% | -86.7% | +57.3% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling