+33.6%
TSLA vs AFL
+63.5%
-30.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +3.2% | -1.6% | +4.9% | +3.7% |
| 30D | +11.6% | -4.0% | +15.6% | +12.9% |
| 3M | -8.4% | -0.5% | -7.9% | -9.1% |
| 6M | -10.4% | +6.5% | -16.9% | -14.3% |
| YTD | -18.7% | +6.2% | -24.9% | -22.5% |
| 1Y | -0.9% | +8.3% | -9.2% | -6.9% |
| 3Y | +33.6% | +62.5% | -29.0% | +7.4% |
| All | +33.6% | +63.5% | -30.0% | +7.4% |
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