-14.8%
PYPL vs AFL
+62.8%
-77.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -4.3% | -2.1% | -2.2% | -3.5% |
| 30D | -11.5% | -5.4% | -6.0% | -9.5% |
| 3M | +26.1% | -0.3% | +26.4% | +26.2% |
| 6M | +13.7% | +5.2% | +8.5% | +10.9% |
| YTD | -9.8% | +5.7% | -15.5% | -12.7% |
| 1Y | -22.1% | +10.2% | -32.3% | -26.1% |
| All | -14.8% | +62.8% | -77.6% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling