+86.7%
QQQ vs AFRM
+172.4%
-85.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.6% |
| 7D | -0.3% | -7.5% | +7.3% | +0.8% |
| 30D | -9.6% | -15.7% | +6.1% | -7.5% |
| 3M | -5.9% | -9.6% | +3.7% | -5.0% |
| 6M | -4.3% | +6.3% | -10.6% | -5.7% |
| YTD | +11.0% | -8.6% | +19.6% | +10.5% |
| 1Y | +11.9% | -7.6% | +19.5% | +11.1% |
| 3Y | +86.7% | +173.7% | -86.9% | +67.1% |
| All | +86.7% | +172.4% | -85.7% | +67.1% |
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