+30.9%
QCOM vs AFRM
-23.1%
+53.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | +3.3% | -7.0% | +10.3% | +4.6% |
| 30D | +7.7% | -7.8% | +15.5% | +9.0% |
| 3M | -30.1% | +5.3% | -35.4% | -31.0% |
| 6M | +22.8% | +42.6% | -19.8% | +13.9% |
| YTD | +0.2% | -2.8% | +3.0% | -0.9% |
| 1Y | +7.9% | -19.3% | +27.2% | +9.3% |
| 3Y | +55.8% | +231.0% | -175.1% | +11.5% |
| All | +30.9% | -23.1% | +53.9% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling