+67.2%
QLD vs AFRM
-58.9%
+126.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.2% |
| 7D | -10.3% | -7.3% | -3.0% | -8.1% |
| 30D | -26.1% | -9.6% | -16.5% | -23.9% |
| 3M | -17.8% | -11.1% | -6.7% | -15.4% |
| 6M | -15.6% | +3.9% | -19.4% | -17.5% |
| YTD | +5.4% | -8.5% | +13.9% | +5.5% |
| 1Y | +5.2% | +3.3% | +2.0% | +0.9% |
| 3Y | +139.4% | +213.7% | -74.3% | +41.2% |
| All | +67.2% | -58.9% | +126.0% | +34.6% |
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