+85.9%
TSLA vs ABCL
-79.5%
+165.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.3% | +4.3% |
| 7D | -6.4% | +12.4% | -18.8% | -8.8% |
| 30D | -1.2% | -0.4% | -0.9% | -1.5% |
| 3M | +15.1% | +80.4% | -65.3% | -2.4% |
| 6M | -11.7% | +138.5% | -150.3% | -31.7% |
| YTD | -15.9% | +265.5% | -281.4% | -42.7% |
| 1Y | -12.0% | +219.7% | -231.7% | -38.1% |
| 3Y | +80.0% | +209.4% | -129.4% | +15.8% |
| 5Y | +10.8% | -15.0% | +25.8% | -8.7% |
| All | +85.9% | -79.5% | +165.4% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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