+38.0%
TSLA vs AFRM
+232.3%
-194.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -5.2% |
| 7D | +1.5% | -7.0% | +8.5% | +3.4% |
| 30D | +10.1% | -7.8% | +17.9% | +12.4% |
| 3M | -15.4% | +5.3% | -20.7% | -16.7% |
| 6M | -12.8% | +42.6% | -55.4% | -21.3% |
| YTD | -21.3% | -2.8% | -18.5% | -22.2% |
| 1Y | +4.6% | -19.3% | +23.9% | +7.3% |
| All | +38.0% | +232.3% | -194.3% | -4.0% |
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