+2,664.3%
TSLA vs AAL
-63.7%
+2,728.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +3.2% | -0.9% | +4.1% | +3.5% |
| 30D | +11.6% | -12.9% | +24.4% | +16.5% |
| 3M | -8.4% | -11.2% | +2.7% | -5.2% |
| 6M | -10.4% | +17.8% | -28.2% | -15.7% |
| YTD | -18.7% | -15.1% | -3.6% | -15.8% |
| 1Y | -0.9% | +0.5% | -1.4% | -3.4% |
| 3Y | +33.6% | -7.7% | +41.2% | +28.4% |
| 5Y | +48.9% | -31.3% | +80.2% | +53.0% |
| All | +2,664.3% | -63.7% | +2,728.0% | +3,148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 10y: compounded portfolio wealth divided by compounded AAL 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…
10y analysis · Full analysis span regression · 6 months rolling