+15.5%
TSLA vs AFRM
-56.8%
+72.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +8.9% | -4.4% | +13.3% | +10.3% |
| 30D | +6.3% | -7.7% | +13.9% | +8.5% |
| 3M | +14.8% | -16.9% | +31.7% | +20.1% |
| 6M | -12.4% | +2.5% | -14.9% | -14.0% |
| YTD | -13.2% | -12.5% | -0.7% | -12.3% |
| 1Y | -2.9% | -11.0% | +8.1% | -2.7% |
| 3Y | +74.4% | +184.6% | -110.1% | +10.8% |
| All | +15.5% | -56.8% | +72.3% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling