-97.2%
SQQQ vs AFRM
-27.6%
-69.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.9% | -0.2% |
| 7D | -17.4% | -5.5% | -11.9% | -19.1% |
| 30D | +20.4% | -15.5% | +35.9% | +14.2% |
| 3M | +11.2% | -10.3% | +21.5% | +9.2% |
| 6M | -2.6% | +0.6% | -3.2% | +3.3% |
| YTD | -37.9% | -11.5% | -26.4% | -34.8% |
| 1Y | -36.2% | -16.6% | -19.6% | -33.6% |
| 3Y | -88.4% | +193.5% | -281.9% | -72.5% |
| 5Y | -93.4% | -55.8% | -37.6% | -79.7% |
| All | -97.2% | -27.6% | -69.6% | -90.1% |
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