+77.7%
TSLA vs AFRM
+195.9%
-118.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.5% |
| 7D | +15.6% | -5.5% | +21.1% | +17.4% |
| 30D | +5.9% | -15.5% | +21.4% | +10.7% |
| 3M | +21.4% | -10.3% | +31.7% | +24.2% |
| 6M | -8.3% | +0.6% | -8.9% | -9.4% |
| YTD | -11.6% | -11.5% | -0.1% | -10.9% |
| 1Y | -7.7% | -16.6% | +8.9% | -5.7% |
| All | +77.7% | +195.9% | -118.2% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling