+187.6%
QLD vs AFRM
-16.8%
+204.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +0.5% |
| 7D | -9.4% | +3.1% | -12.5% | -10.1% |
| 30D | -17.1% | +1.1% | -18.2% | -17.5% |
| 3M | -10.4% | -3.2% | -7.2% | -10.3% |
| 6M | +0.7% | +12.7% | -11.9% | -3.5% |
| YTD | +17.7% | +1.6% | +16.2% | +14.5% |
| 1Y | +14.7% | +5.9% | +8.8% | +9.7% |
| 3Y | +169.6% | +237.0% | -67.4% | +69.6% |
| 5Y | +86.7% | -55.1% | +141.8% | +33.5% |
| All | +187.6% | -16.8% | +204.5% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling