-35.4%
QXO vs AFRM
-20.4%
-15.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | -1.3% | -7.0% | +5.7% | -0.5% |
| 30D | -16.0% | -7.8% | -8.2% | -15.3% |
| 3M | -17.7% | +5.3% | -23.1% | -18.2% |
| 6M | -42.6% | +42.6% | -85.3% | -44.8% |
| YTD | -30.8% | -2.8% | -28.0% | -31.0% |
| 1Y | -35.3% | -19.3% | -16.0% | -34.5% |
| 3Y | -46.3% | +231.0% | -277.3% | -54.8% |
| 5Y | -69.2% | -22.2% | -46.9% | -72.9% |
| All | -35.4% | -20.4% | -15.0% | -45.8% |
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 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