+25.8%
TSLA vs AFRM
-25.1%
+50.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.5% | +4.8% |
| 7D | -10.4% | -7.3% | -3.1% | -8.6% |
| 30D | -5.2% | -9.6% | +4.4% | -3.0% |
| 3M | +12.1% | -11.1% | +23.2% | +14.7% |
| 6M | -10.2% | +3.9% | -14.0% | -11.9% |
| YTD | -20.3% | -8.5% | -11.9% | -20.4% |
| 1Y | -19.7% | +3.3% | -22.9% | -22.5% |
| 3Y | +63.4% | +213.7% | -150.4% | +8.2% |
| 5Y | -12.1% | -58.5% | +46.5% | -35.1% |
| All | +25.8% | -25.1% | +50.8% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling