+10.6%
PYPL vs AFRM
+204.9%
-194.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.6% |
| 7D | -1.2% | -10.3% | +9.1% | +0.9% |
| 30D | +6.1% | -13.7% | +19.8% | +9.1% |
| 3M | +1.1% | -11.6% | +12.6% | +3.0% |
| 6M | +32.7% | +2.1% | +30.6% | +30.4% |
| YTD | +2.8% | -8.9% | +11.6% | +2.2% |
| 1Y | -10.8% | -9.7% | -1.1% | -11.4% |
| All | +10.6% | +204.9% | -194.3% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling