+184.6%
AFRM vs QID
-71.4%
+256.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | +1.1% |
| 7D | -4.4% | -7.1% | +2.7% | -10.0% |
| 30D | -7.7% | +12.6% | -20.3% | +4.0% |
| 3M | -16.9% | +14.2% | -31.1% | -4.1% |
| 6M | +2.5% | +6.2% | -3.7% | +15.1% |
| YTD | -12.5% | -21.8% | +9.3% | -23.4% |
| 1Y | -11.0% | -23.1% | +12.1% | -22.5% |
| 3Y | +184.6% | -71.3% | +255.9% | +30.5% |
| All | +184.6% | -71.4% | +256.0% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling