+69.8%
TSLA vs ABCL
+210.0%
-140.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -4.7% | +2.3% | -7.0% | -5.0% |
| 30D | -0.8% | -0.7% | -0.1% | -0.9% |
| 3M | +14.8% | +33.4% | -18.6% | +7.0% |
| 6M | -11.3% | +137.8% | -149.1% | -29.3% |
| YTD | -15.6% | +264.3% | -279.9% | -40.2% |
| 1Y | -14.7% | +209.2% | -223.9% | -37.3% |
| All | +69.8% | +210.0% | -140.2% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling