+41.1%
TSLA vs ACGL
+161.8%
-120.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.5% |
| 7D | +1.5% | -0.7% | +2.3% | +1.7% |
| 30D | +10.1% | -1.0% | +11.1% | +10.4% |
| 3M | -15.4% | +11.0% | -26.4% | -18.4% |
| 6M | -12.8% | -0.3% | -12.5% | -13.3% |
| YTD | -21.3% | +2.3% | -23.5% | -22.7% |
| 1Y | +4.6% | +6.4% | -1.8% | +1.0% |
| 3Y | +44.5% | +34.0% | +10.6% | +24.3% |
| All | +41.1% | +161.8% | -120.7% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling