+104.4%
EBAY vs AFRM
-20.4%
+124.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.0% |
| 7D | -2.1% | -7.0% | +4.9% | -1.3% |
| 30D | -6.7% | -7.8% | +1.1% | -5.9% |
| 3M | -5.0% | +5.3% | -10.3% | -6.0% |
| 6M | +14.6% | +42.6% | -28.0% | +9.0% |
| YTD | +19.8% | -2.8% | +22.6% | +18.8% |
| 1Y | +12.6% | -19.3% | +31.9% | +13.4% |
| 3Y | +141.0% | +231.0% | -90.0% | +88.1% |
| 5Y | +47.5% | -22.2% | +69.8% | +16.6% |
| All | +104.4% | -20.4% | +124.8% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling