+48.9%
QCOM vs AFRM
+167.0%
-118.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.8% |
| 7D | +5.5% | -8.4% | +13.9% | +7.3% |
| 30D | -1.1% | -18.3% | +17.2% | +2.5% |
| 3M | +7.6% | -12.7% | +20.3% | +9.8% |
| 6M | -20.1% | +3.0% | -23.1% | -21.2% |
| YTD | +3.0% | -11.4% | +14.4% | +3.4% |
| 1Y | +3.2% | -13.3% | +16.6% | +3.7% |
| 3Y | +48.9% | +194.0% | -145.2% | +26.5% |
| All | +48.9% | +167.0% | -118.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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