-29.6%
AFRM vs QSR
+50.1%
-79.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +4.1% |
| 7D | -10.3% | -2.2% | -8.1% | -8.4% |
| 30D | -13.7% | +7.8% | -21.5% | -20.1% |
| 3M | -11.6% | +5.5% | -17.0% | -16.7% |
| 6M | +2.1% | -0.2% | +2.3% | +0.7% |
| YTD | -8.9% | +15.4% | -24.3% | -23.5% |
| 1Y | -9.7% | +15.3% | -25.0% | -24.5% |
| 3Y | +202.5% | +23.7% | +178.7% | +120.1% |
| 5Y | -55.3% | +60.4% | -115.7% | -77.0% |
| All | -29.6% | +50.1% | -79.7% | -62.2% |
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