+2,682.2%
TSLA vs ABT
+211.0%
+2,471.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +3.0% | -4.7% | +7.8% | +5.1% |
| 30D | +11.2% | -3.1% | +14.3% | +12.5% |
| 3M | -7.3% | +16.1% | -23.4% | -14.2% |
| 6M | -7.7% | -5.3% | -2.4% | -6.4% |
| YTD | -18.2% | -14.4% | -3.8% | -13.5% |
| 1Y | +6.0% | -18.4% | +24.4% | +14.4% |
| 3Y | +48.0% | +11.2% | +36.8% | +28.9% |
| 5Y | +46.2% | -9.4% | +55.6% | +42.9% |
| All | +2,682.2% | +211.0% | +2,471.3% | +1,417.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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