+53.1%
PAYX vs AFRM
-25.2%
+78.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -7.9% | -8.5% | +0.6% | -7.3% |
| 30D | -5.0% | -11.4% | +6.3% | -4.2% |
| 3M | +15.1% | +8.2% | +6.9% | +14.1% |
| 6M | +23.9% | +36.6% | -12.7% | +20.1% |
| YTD | +6.2% | -8.7% | +14.8% | +6.0% |
| 1Y | -9.6% | -19.9% | +10.3% | -9.3% |
| 3Y | +5.8% | +202.6% | -196.8% | -9.3% |
| 5Y | +22.0% | -45.0% | +67.0% | +3.1% |
| All | +53.1% | -25.2% | +78.3% | +29.6% |
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