+22,131.9%
TSLA vs AA
+118.8%
+22,013.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.2% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | +10.1% | +5.0% | +5.1% | +8.2% |
| 3M | -15.4% | -35.8% | +20.4% | -2.7% |
| 6M | -12.8% | -18.4% | +5.6% | -8.5% |
| YTD | -21.3% | -5.5% | -15.8% | -22.2% |
| 1Y | +4.6% | +61.0% | -56.4% | -14.6% |
| 3Y | +44.5% | +66.2% | -21.7% | +10.9% |
| 5Y | +44.8% | +11.4% | +33.4% | +15.6% |
| 10Y | +2,585.4% | +116.9% | +2,468.5% | +1,211.4% |
| All | +22,131.9% | +118.8% | +22,013.1% | +11,316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling