-44.4%
QXO vs AFRM
+195.1%
-239.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -3.2% |
| 7D | -3.9% | -8.0% | +4.2% | -2.6% |
| 30D | -17.4% | -9.8% | -7.6% | -16.1% |
| 3M | -22.5% | +4.7% | -27.2% | -22.8% |
| 6M | -41.4% | +34.1% | -75.5% | -43.6% |
| YTD | -34.1% | -8.4% | -25.7% | -34.0% |
| 1Y | -40.8% | -22.9% | -17.9% | -40.0% |
| All | -44.4% | +195.1% | -239.6% | -47.6% |
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