+222.8%
TQQQ vs AFRM
-21.4%
+244.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +0.6% |
| 7D | -1.9% | -1.3% | -0.7% | -1.5% |
| 30D | -4.9% | -2.7% | -2.2% | -4.2% |
| 3M | -6.4% | +7.4% | -13.8% | -9.5% |
| 6M | +44.4% | +40.7% | +3.7% | +25.7% |
| YTD | +35.2% | -4.0% | +39.2% | +34.8% |
| 1Y | +49.5% | -12.2% | +61.8% | +52.7% |
| 3Y | +250.7% | +203.1% | +47.6% | +88.9% |
| 5Y | +104.7% | -42.2% | +146.9% | +37.8% |
| All | +222.8% | -21.4% | +244.2% | +103.9% |
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