-29.3%
AFRM vs QID
-85.7%
+56.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -5.1% |
| 7D | -7.3% | +9.4% | -16.7% | +3.7% |
| 30D | -9.6% | +31.2% | -40.8% | +25.7% |
| 3M | -11.1% | +17.4% | -28.5% | +9.5% |
| 6M | +3.9% | +8.4% | -4.6% | +20.6% |
| YTD | -8.5% | -15.8% | +7.3% | -18.1% |
| 1Y | +3.3% | -16.3% | +19.6% | -6.8% |
| 3Y | +213.7% | -70.4% | +284.1% | +5.2% |
| 5Y | -58.5% | -74.8% | +16.3% | -74.6% |
| All | -29.3% | -85.7% | +56.4% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling