-29.4%
AFRM vs QS
-92.3%
+62.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -3.1% |
| 7D | -7.5% | +13.7% | -21.2% | -12.9% |
| 30D | -15.7% | -0.2% | -15.5% | -15.9% |
| 3M | -9.6% | -24.8% | +15.2% | +2.0% |
| 6M | +6.3% | -39.4% | +45.7% | +28.0% |
| YTD | -8.6% | -56.1% | +47.5% | +24.4% |
| 1Y | -7.6% | -72.5% | +64.9% | +53.8% |
| 3Y | +173.7% | -16.3% | +190.0% | +60.2% |
| 5Y | -56.9% | -87.6% | +30.7% | -42.6% |
| All | -29.4% | -92.3% | +62.9% | +9.0% |
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