-78.0%
PYPL vs AFRM
-20.7%
-57.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | +1.7% | +3.1% | -1.3% | +1.1% |
| 30D | -9.7% | -4.2% | -5.5% | -9.1% |
| 3M | +29.2% | +10.1% | +19.1% | +25.7% |
| 6M | +13.9% | +39.4% | -25.5% | +4.7% |
| YTD | -8.1% | -3.2% | -4.9% | -9.3% |
| 1Y | -21.4% | -16.1% | -5.3% | -20.7% |
| 3Y | -11.8% | +220.8% | -232.6% | -40.6% |
| 5Y | -81.1% | -17.7% | -63.5% | -86.6% |
| All | -78.0% | -20.7% | -57.3% | -84.6% |
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