-29.6%
AFRM vs CPAY
+69.1%
-98.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.4% |
| 7D | -10.3% | +10.4% | -20.6% | -19.8% |
| 30D | -13.7% | +16.2% | -29.9% | -26.8% |
| 3M | -11.6% | +13.7% | -25.3% | -23.3% |
| 6M | +2.1% | +35.2% | -33.1% | -27.1% |
| YTD | -8.9% | +53.5% | -62.4% | -46.9% |
| 1Y | -9.7% | +58.9% | -68.6% | -49.8% |
| 3Y | +202.5% | +99.8% | +102.7% | +13.0% |
| 5Y | -55.3% | +93.3% | -148.6% | -81.0% |
| All | -29.6% | +69.1% | -98.7% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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