-20.9%
AFRM vs QID
-80.8%
+59.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -3.0% |
| 7D | -7.0% | -0.6% | -6.3% | -7.5% |
| 30D | -7.8% | 0.0% | -7.8% | -7.4% |
| 3M | +5.3% | +3.7% | +1.6% | +14.6% |
| 6M | +42.6% | -29.9% | +72.5% | -1.3% |
| YTD | -2.8% | -28.8% | +26.0% | -30.5% |
| 1Y | -19.3% | -37.2% | +17.9% | -49.0% |
| 3Y | +231.0% | -73.7% | +304.7% | -7.0% |
| All | -20.9% | -80.8% | +59.8% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling