-15.1%
TSLA vs AFRM
-10.2%
-4.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.7% | +5.6% |
| 7D | -6.4% | -7.5% | +1.2% | -4.0% |
| 30D | -1.2% | -15.7% | +14.5% | +4.0% |
| 3M | +15.1% | -9.6% | +24.7% | +17.9% |
| 6M | -11.7% | +6.3% | -18.0% | -13.9% |
| YTD | -15.9% | -8.6% | -7.3% | -15.6% |
| All | -15.1% | -10.2% | -4.9% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling