+38.0%
TSLA vs ABCL
+104.5%
-66.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.7% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | +10.1% | +93.1% | -83.0% | -5.4% |
| 3M | -15.4% | +79.4% | -94.8% | -26.9% |
| 6M | -12.8% | +214.9% | -227.7% | -34.5% |
| YTD | -21.3% | +234.2% | -255.5% | -42.6% |
| 1Y | +4.6% | +174.8% | -170.2% | -21.0% |
| All | +38.0% | +104.5% | -66.4% | -2.3% |
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