+153.1%
EBAY vs AFRM
+221.8%
-68.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.4% | +3.1% | -3.4% | -0.7% |
| 30D | -6.3% | -4.2% | -2.1% | -6.0% |
| 3M | -3.3% | +10.1% | -13.4% | -4.4% |
| 6M | +13.5% | +39.4% | -25.9% | +9.4% |
| YTD | +21.2% | -3.2% | +24.3% | +20.0% |
| 1Y | +13.9% | -16.1% | +29.9% | +13.5% |
| 3Y | +153.1% | +220.8% | -67.7% | +110.2% |
| All | +153.1% | +221.8% | -68.7% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling