-10.6%
AFRM vs QS
-73.4%
+62.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -2.7% |
| 7D | -7.5% | +13.7% | -21.2% | -12.0% |
| 30D | -15.7% | -0.2% | -15.5% | -16.0% |
| 3M | -9.6% | -24.8% | +15.2% | -0.9% |
| 6M | +6.3% | -39.4% | +45.7% | +23.4% |
| YTD | -8.6% | -56.1% | +47.5% | +14.5% |
| All | -10.6% | -73.4% | +62.8% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling