+74.4%
TSLA vs AAL
+12.6%
+61.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.4% |
| 7D | +8.9% | -0.1% | +9.0% | +8.8% |
| 30D | +6.3% | +11.7% | -5.4% | +1.4% |
| 3M | +14.8% | -12.5% | +27.3% | +20.4% |
| 6M | -12.4% | +3.6% | -16.0% | -14.7% |
| YTD | -13.2% | -14.1% | +0.9% | -10.2% |
| 1Y | -2.9% | +0.8% | -3.7% | -6.2% |
| 3Y | +74.4% | +11.8% | +62.6% | +49.9% |
| All | +74.4% | +12.6% | +61.9% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling