+7.2%
QCOM vs AFRM
-57.5%
+64.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.8% | -1.6% | -8.0% |
| 7D | -15.5% | -6.9% | -8.5% | -14.2% |
| 30D | -13.4% | -7.0% | -6.4% | -12.2% |
| 3M | 0.0% | -11.2% | +11.3% | +1.8% |
| 6M | -15.2% | +4.3% | -19.5% | -16.7% |
| YTD | -6.9% | -6.4% | -0.5% | -7.5% |
| 1Y | -11.0% | -2.6% | -8.4% | -12.7% |
| 3Y | +39.8% | +210.6% | -170.8% | -0.1% |
| 5Y | +7.2% | -57.6% | +64.8% | -3.3% |
| All | +7.2% | -57.5% | +64.7% | -3.3% |
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