+46.3%
TSLA vs AAL
-32.4%
+78.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.8% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | +12.0% | -19.0% | +31.1% | +23.4% |
| 3M | -10.0% | -5.1% | -4.9% | -8.5% |
| 6M | -7.2% | +15.5% | -22.7% | -15.0% |
| YTD | -18.1% | -15.8% | -2.3% | -13.8% |
| 1Y | +6.3% | -0.3% | +6.6% | +1.7% |
| 3Y | +48.2% | -7.7% | +55.8% | +33.8% |
| All | +46.3% | -32.4% | +78.7% | +47.6% |
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