-40.5%
QXO vs AFRM
-21.4%
-19.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.4% |
| 7D | -7.8% | -1.3% | -6.5% | -7.7% |
| 30D | -18.1% | -2.7% | -15.4% | -17.9% |
| 3M | -25.8% | +7.4% | -33.2% | -26.3% |
| 6M | -41.7% | +40.7% | -82.4% | -43.9% |
| YTD | -36.2% | -4.0% | -32.2% | -36.3% |
| 1Y | -42.1% | -12.2% | -29.9% | -41.8% |
| 3Y | -46.2% | +203.1% | -249.2% | -54.3% |
| 5Y | -70.7% | -42.2% | -28.5% | -74.1% |
| All | -40.5% | -21.4% | -19.0% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling