-25.2%
AFRM vs QS
-90.5%
+65.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.3% |
| 7D | +3.1% | +2.2% | +0.9% | +2.0% |
| 30D | -4.2% | -8.1% | +3.8% | -0.9% |
| 3M | +10.1% | -27.0% | +37.1% | +23.6% |
| 6M | +39.4% | -16.4% | +55.9% | +44.6% |
| YTD | -3.2% | -46.4% | +43.2% | +20.9% |
| 1Y | -16.1% | -41.1% | +25.0% | -8.8% |
| 3Y | +220.8% | -18.6% | +239.4% | +99.4% |
| 5Y | -17.7% | -73.0% | +55.4% | -9.7% |
| All | -25.2% | -90.5% | +65.3% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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