-29.6%
AFRM vs QID
-87.2%
+57.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | -2.4% |
| 7D | -10.3% | -1.1% | -9.1% | -10.4% |
| 30D | -13.7% | +14.4% | -28.1% | +2.7% |
| 3M | -11.6% | +6.7% | -18.2% | -2.1% |
| 6M | +2.1% | +2.6% | -0.5% | +12.2% |
| YTD | -8.9% | -24.2% | +15.3% | -27.5% |
| 1Y | -9.7% | -22.3% | +12.6% | -24.8% |
| 3Y | +202.5% | -72.0% | +274.5% | -2.8% |
| 5Y | -55.3% | -78.2% | +22.8% | -76.6% |
| All | -29.6% | -87.2% | +57.6% | -71.9% |
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