-29.4%
AFRM vs QSR
+48.5%
-77.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.4% |
| 7D | -8.5% | -4.7% | -3.8% | -4.1% |
| 30D | -11.4% | +4.3% | -15.7% | -15.1% |
| 3M | +8.2% | +5.4% | +2.8% | +1.9% |
| 6M | +36.6% | +8.2% | +28.5% | +23.8% |
| YTD | -8.7% | +14.1% | -22.8% | -22.1% |
| 1Y | -19.9% | +28.1% | -48.0% | -40.6% |
| 3Y | +202.6% | +25.3% | +177.3% | +118.0% |
| 5Y | -45.0% | +40.4% | -85.4% | -70.8% |
| All | -29.4% | +48.5% | -77.9% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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