+162.8%
TQQQ vs AFRM
-28.4%
+191.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.2% |
| 7D | +10.4% | -4.4% | +14.8% | +12.4% |
| 30D | -22.2% | -7.7% | -14.5% | -19.4% |
| 3M | -25.1% | -16.9% | -8.2% | -19.7% |
| 6M | -25.0% | +2.5% | -27.5% | -25.8% |
| YTD | +10.1% | -12.5% | +22.6% | +13.9% |
| 1Y | +11.0% | -11.0% | +22.1% | +13.8% |
| 3Y | +195.0% | +184.6% | +10.4% | +67.8% |
| 5Y | +46.6% | -56.3% | +102.9% | +6.2% |
| All | +162.8% | -28.4% | +191.2% | +72.3% |
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