+221.8%
AFRM vs QS
-19.4%
+241.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -7.0% | -2.3% | -4.6% | -6.4% |
| 30D | -7.8% | -0.7% | -7.1% | -8.0% |
| 3M | +5.3% | -39.6% | +45.0% | +18.5% |
| 6M | +42.6% | -21.7% | +64.4% | +49.2% |
| YTD | -2.8% | -47.4% | +44.6% | +11.6% |
| 1Y | -19.3% | -28.4% | +9.1% | -18.5% |
| All | +221.8% | -19.4% | +241.3% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling