+40.3%
PAAS vs AFRM
-23.4%
+63.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.8% | +5.7% | -1.4% |
| 7D | -0.4% | -6.9% | +6.5% | +0.3% |
| 30D | -11.6% | -7.0% | -4.7% | -11.0% |
| 3M | -15.6% | -11.2% | -4.4% | -14.7% |
| 6M | -19.1% | +4.3% | -23.4% | -19.7% |
| YTD | -20.9% | -6.4% | -14.5% | -21.1% |
| 1Y | +21.3% | -2.6% | +23.9% | +20.4% |
| 3Y | +177.4% | +210.6% | -33.2% | +136.6% |
| 5Y | +71.3% | -57.6% | +128.9% | +46.9% |
| All | +40.3% | -23.4% | +63.7% | +18.5% |
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