+6.0%
TSLA vs AA
+58.8%
-52.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +3.0% | -0.6% | +3.7% | +3.2% |
| 30D | +11.2% | -1.6% | +12.7% | +11.5% |
| 3M | -7.3% | -29.8% | +22.5% | +0.5% |
| 6M | -7.7% | -16.6% | +8.9% | -4.6% |
| YTD | -18.2% | -4.0% | -14.2% | -19.1% |
| 1Y | +6.0% | +63.5% | -57.5% | -8.3% |
| All | +6.0% | +58.8% | -52.8% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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