-70.3%
QXO vs AFRM
-56.8%
-13.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +9.0% | -4.4% | +13.4% | +9.7% |
| 30D | +22.0% | -7.7% | +29.6% | +23.6% |
| 3M | -15.4% | -16.9% | +1.5% | -13.1% |
| 6M | -26.0% | +2.5% | -28.5% | -26.1% |
| YTD | -34.7% | -12.5% | -22.2% | -33.9% |
| 1Y | -28.0% | -11.0% | -16.9% | -27.3% |
| 3Y | -47.0% | +184.6% | -231.6% | -56.1% |
| All | -70.3% | -56.8% | -13.5% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling