+2,883.7%
TSLA vs ACGL
+332.3%
+2,551.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.8% | +5.3% |
| 7D | -6.4% | -1.1% | -5.3% | -6.1% |
| 30D | -1.2% | +13.1% | -14.3% | -5.2% |
| 3M | +15.1% | +9.8% | +5.3% | +11.3% |
| 6M | -11.7% | +15.3% | -27.0% | -16.7% |
| YTD | -15.9% | +12.7% | -28.7% | -20.5% |
| 1Y | -12.0% | +20.7% | -32.7% | -18.8% |
| 3Y | +80.0% | +34.3% | +45.8% | +56.5% |
| 5Y | +10.8% | +170.6% | -159.8% | -28.0% |
| 10Y | +2,883.7% | +330.6% | +2,553.1% | +1,682.4% |
| All | +2,883.7% | +332.3% | +2,551.3% | +1,682.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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