+42.5%
TSLA vs ABT
+14.6%
+27.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -6.0% |
| 7D | +1.5% | -3.7% | +5.2% | +1.0% |
| 30D | +10.1% | +2.5% | +7.6% | +10.5% |
| 3M | -15.4% | +20.2% | -35.6% | -13.2% |
| 6M | -12.8% | -2.9% | -9.8% | -11.3% |
| YTD | -21.3% | -11.9% | -9.3% | -20.6% |
| 1Y | +4.6% | -16.5% | +21.1% | +5.2% |
| All | +42.5% | +14.6% | +27.9% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling