-21.7%
AFRM vs CPAY
+54.7%
-76.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +2.1% |
| 7D | +3.1% | +0.6% | +2.5% | +2.5% |
| 30D | -4.2% | +3.6% | -7.8% | -7.9% |
| 3M | +10.1% | +16.6% | -6.5% | -8.4% |
| 6M | +39.4% | +29.5% | +10.0% | -0.2% |
| YTD | -3.2% | +35.3% | -38.4% | -37.5% |
| 1Y | -16.1% | +30.6% | -46.7% | -44.7% |
| 3Y | +220.8% | +49.7% | +171.0% | +58.7% |
| All | -21.7% | +54.7% | -76.4% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling