+121.0%
QLD vs AFRM
-23.1%
+144.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +3.0% | +1.1% |
| 7D | +0.6% | -7.0% | +7.5% | +2.5% |
| 30D | -0.1% | -7.8% | +7.7% | +1.9% |
| 3M | -8.4% | +5.3% | -13.7% | -10.0% |
| 6M | +32.2% | +42.6% | -10.4% | +18.2% |
| YTD | +28.9% | -2.8% | +31.7% | +27.3% |
| 1Y | +43.8% | -19.3% | +63.1% | +47.9% |
| 3Y | +176.6% | +231.0% | -54.4% | +64.3% |
| All | +121.0% | -23.1% | +144.1% | +47.4% |
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