-19.3%
PYPL vs AFL
+9.8%
-29.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -2.3% | -1.6% | -0.6% | -2.0% |
| 30D | -9.0% | -4.0% | -5.0% | -8.6% |
| 3M | +30.6% | -0.5% | +31.1% | +31.1% |
| 6M | +18.6% | +6.5% | +12.0% | +17.9% |
| YTD | -7.2% | +6.2% | -13.3% | -9.2% |
| 1Y | -19.3% | +8.3% | -27.5% | -20.9% |
| All | -19.3% | +9.8% | -29.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling