+96.2%
QQQ vs AFRM
+221.8%
-125.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.5% | +3.1% | -1.5% | +1.1% |
| 30D | -0.6% | -4.2% | +3.6% | -0.2% |
| 3M | +0.4% | +10.1% | -9.7% | -1.1% |
| 6M | +20.1% | +39.4% | -19.4% | +14.2% |
| YTD | +17.2% | -3.2% | +20.4% | +16.1% |
| 1Y | +24.7% | -16.1% | +40.8% | +25.0% |
| 3Y | +96.2% | +220.8% | -124.6% | +64.8% |
| All | +96.2% | +221.8% | -125.6% | +64.8% |
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 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