+34.4%
TSLA vs AAL
-7.7%
+42.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.0% | -1.3% | +4.3% | +3.5% |
| 30D | +11.2% | -13.7% | +24.9% | +17.9% |
| 3M | -7.3% | -8.2% | +0.9% | -4.5% |
| 6M | -7.7% | +13.1% | -20.9% | -13.5% |
| YTD | -18.2% | -15.6% | -2.6% | -14.4% |
| 1Y | +6.0% | +1.4% | +4.6% | +1.6% |
| All | +34.4% | -7.7% | +42.1% | +20.9% |
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