+15.5%
TSLA vs AAL
-35.4%
+51.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.3% |
| 7D | +8.9% | -0.1% | +9.0% | +8.8% |
| 30D | +6.3% | +11.7% | -5.4% | +0.4% |
| 3M | +14.8% | -12.5% | +27.3% | +21.4% |
| 6M | -12.4% | +3.6% | -16.0% | -15.5% |
| YTD | -13.2% | -14.1% | +0.9% | -10.0% |
| 1Y | -2.9% | +0.8% | -3.7% | -7.3% |
| 3Y | +74.4% | +11.8% | +62.6% | +40.0% |
| All | +15.5% | -35.4% | +51.0% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling