-19.9%
AFRM vs CPAY
+31.3%
-51.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -8.5% | -2.7% | -5.8% | -7.5% |
| 30D | -11.4% | +0.6% | -11.9% | -11.4% |
| 3M | +8.2% | +17.0% | -8.8% | +2.1% |
| 6M | +36.6% | +24.1% | +12.5% | +26.2% |
| YTD | -8.7% | +35.7% | -44.4% | -16.9% |
| 1Y | -19.9% | +34.0% | -53.9% | -26.7% |
| All | -19.9% | +31.3% | -51.2% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling