+104.6%
EBAY vs AFRM
-25.0%
+129.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.4% | -0.4% |
| 7D | -3.0% | -8.0% | +5.0% | -2.0% |
| 30D | -3.6% | -9.8% | +6.2% | -2.5% |
| 3M | -4.4% | +4.7% | -9.1% | -5.3% |
| 6M | +12.1% | +34.1% | -22.1% | +7.3% |
| YTD | +19.9% | -8.4% | +28.4% | +19.7% |
| 1Y | +13.4% | -22.9% | +36.3% | +14.8% |
| 3Y | +150.5% | +203.3% | -52.8% | +97.6% |
| 5Y | +54.8% | -26.0% | +80.8% | +23.1% |
| All | +104.6% | -25.0% | +129.6% | +60.2% |
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