-81.0%
PYPL vs AFRM
-23.1%
-58.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.4% |
| 7D | +2.7% | -7.0% | +9.6% | +4.3% |
| 30D | -4.9% | -7.8% | +2.9% | -3.3% |
| 3M | +28.9% | +5.3% | +23.6% | +26.4% |
| 6M | +18.2% | +42.6% | -24.4% | +7.6% |
| YTD | -5.0% | -2.8% | -2.2% | -6.4% |
| 1Y | -18.8% | -19.3% | +0.5% | -17.4% |
| 3Y | -12.6% | +231.0% | -243.5% | -43.6% |
| All | -81.0% | -23.1% | -58.0% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling