+220.8%
AFRM vs QSR
+28.6%
+192.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +1.3% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -4.2% | +5.9% | -10.1% | -8.1% |
| 3M | +10.1% | +10.5% | -0.4% | +2.1% |
| 6M | +39.4% | +7.7% | +31.7% | +30.8% |
| YTD | -3.2% | +16.8% | -19.9% | -14.7% |
| 1Y | -16.1% | +30.9% | -46.9% | -33.4% |
| 3Y | +220.8% | +28.2% | +192.6% | +126.2% |
| All | +220.8% | +28.6% | +192.1% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling