+2,664.3%
TSLA vs AFL
+303.3%
+2,361.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +3.2% | -1.6% | +4.9% | +4.0% |
| 30D | +11.6% | -4.0% | +15.6% | +13.6% |
| 3M | -8.4% | -0.5% | -7.9% | -9.0% |
| 6M | -10.4% | +6.5% | -16.9% | -14.5% |
| YTD | -18.7% | +6.2% | -24.9% | -22.7% |
| 1Y | -0.9% | +8.3% | -9.2% | -7.1% |
| 3Y | +33.6% | +62.5% | -29.0% | +0.2% |
| 5Y | +48.9% | +136.2% | -87.3% | -9.3% |
| All | +2,664.3% | +303.3% | +2,361.0% | +1,145.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling