+133.5%
QLD vs AFRM
+210.7%
-77.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.8% | -4.9% | -10.6% |
| 7D | -18.6% | -6.9% | -11.6% | -16.8% |
| 30D | -28.3% | -7.0% | -21.3% | -26.9% |
| 3M | -20.4% | -11.2% | -9.2% | -18.3% |
| 6M | -14.3% | +4.3% | -18.5% | -15.9% |
| YTD | +2.8% | -6.4% | +9.2% | +2.2% |
| 1Y | -1.2% | -2.6% | +1.4% | -3.2% |
| All | +133.5% | +210.7% | -77.2% | +98.2% |
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 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