-22.9%
AFRM vs QSR
+29.2%
-52.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -4.8% |
| 7D | -8.0% | -2.4% | -5.7% | -7.1% |
| 30D | -9.8% | +5.7% | -15.5% | -11.7% |
| 3M | +4.7% | +6.9% | -2.3% | +1.9% |
| 6M | +34.1% | +6.9% | +27.3% | +29.7% |
| YTD | -8.4% | +14.9% | -23.3% | -13.4% |
| 1Y | -22.9% | +29.1% | -52.0% | -30.8% |
| All | -22.9% | +29.2% | -52.2% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling