+48.1%
TSLA vs AFL
+131.0%
-82.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.0% |
| 7D | -3.4% | -3.3% | -0.1% | -1.9% |
| 30D | +9.2% | -5.0% | +14.2% | +11.7% |
| 3M | -4.7% | -1.8% | -3.0% | -4.8% |
| 6M | -8.9% | +4.8% | -13.8% | -12.8% |
| YTD | -19.2% | +5.4% | -24.6% | -23.2% |
| 1Y | +4.5% | +9.0% | -4.4% | -3.2% |
| 3Y | +46.3% | +63.0% | -16.7% | +5.4% |
| 5Y | +48.1% | +134.5% | -86.4% | -19.9% |
| All | +48.1% | +131.0% | -82.8% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling