+22,131.9%
TSLA vs ACGL
+1,127.2%
+21,004.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.3% |
| 7D | +1.5% | -0.7% | +2.3% | +1.8% |
| 30D | +10.1% | -1.0% | +11.1% | +10.5% |
| 3M | -15.4% | +11.0% | -26.4% | -19.5% |
| 6M | -12.8% | -0.3% | -12.5% | -13.7% |
| YTD | -21.3% | +2.3% | -23.5% | -23.2% |
| 1Y | +4.6% | +6.4% | -1.8% | -0.1% |
| 3Y | +44.5% | +34.0% | +10.6% | +22.2% |
| 5Y | +44.8% | +161.6% | -116.8% | -10.8% |
| 10Y | +2,585.4% | +278.6% | +2,306.8% | +1,177.1% |
| All | +22,131.9% | +1,127.2% | +21,004.7% | +4,190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling