+14.6%
QCOM vs AFRM
-57.5%
+72.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +5.8% | -7.5% | +13.3% | +7.4% |
| 30D | -2.3% | -15.7% | +13.4% | +0.9% |
| 3M | +2.7% | -9.6% | +12.3% | +4.2% |
| 6M | -21.0% | +6.3% | -27.3% | -22.6% |
| YTD | +1.8% | -8.6% | +10.4% | +1.6% |
| 1Y | +2.4% | -7.6% | +10.0% | +1.6% |
| 3Y | +52.1% | +173.7% | -121.5% | +11.7% |
| 5Y | +14.6% | -56.9% | +71.5% | +3.6% |
| All | +14.6% | -57.5% | +72.1% | +3.6% |
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