+76.2%
TSLA vs ABCL
-80.5%
+156.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.5% | +2.7% |
| 7D | -10.4% | -3.2% | -7.2% | -9.9% |
| 30D | -5.2% | -7.4% | +2.2% | -3.9% |
| 3M | +12.1% | +81.9% | -69.8% | -5.2% |
| 6M | -10.2% | +135.7% | -145.9% | -30.4% |
| YTD | -20.3% | +247.4% | -267.7% | -45.1% |
| 1Y | -19.7% | +162.3% | -181.9% | -40.8% |
| 3Y | +63.4% | +165.5% | -102.1% | +9.1% |
| 5Y | -12.1% | -21.3% | +9.2% | -26.3% |
| All | +76.2% | -80.5% | +156.7% | +77.8% |
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