+135.0%
QQQ vs AFRM
-20.4%
+155.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | +0.4% | -7.0% | +7.3% | +1.3% |
| 30D | +0.2% | -7.8% | +8.0% | +1.2% |
| 3M | -2.8% | +5.3% | -8.1% | -3.8% |
| 6M | +18.0% | +42.6% | -24.7% | +11.7% |
| YTD | +17.3% | -2.8% | +20.1% | +16.3% |
| 1Y | +25.6% | -19.3% | +44.9% | +26.7% |
| 3Y | +93.7% | +231.0% | -137.2% | +51.3% |
| 5Y | +94.2% | -22.2% | +116.4% | +53.6% |
| All | +135.0% | -20.4% | +155.4% | +84.2% |
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