+2,737.0%
TSLA vs ACM
+124.8%
+2,612.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.5% |
| 7D | +3.0% | -3.7% | +6.7% | +5.0% |
| 30D | +11.2% | -12.7% | +23.8% | +18.2% |
| 3M | -7.3% | -9.8% | +2.5% | -3.6% |
| 6M | -7.7% | -31.4% | +23.7% | +10.3% |
| YTD | -18.2% | -32.1% | +13.9% | -2.8% |
| 1Y | +6.0% | -47.8% | +53.8% | +44.7% |
| 3Y | +48.0% | -22.1% | +70.1% | +63.0% |
| 5Y | +46.2% | +1.8% | +44.4% | +40.8% |
| 10Y | +2,737.0% | +132.5% | +2,604.5% | +1,901.0% |
| All | +2,737.0% | +124.8% | +2,612.3% | +1,901.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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