+6.1%
TSLA vs ACM
-47.1%
+53.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +12.0% | -12.9% | +25.0% | +14.8% |
| 3M | -10.0% | -6.4% | -3.6% | -9.3% |
| 6M | -7.2% | -29.2% | +22.0% | +0.4% |
| YTD | -18.1% | -29.9% | +11.8% | -11.4% |
| All | +6.1% | -47.1% | +53.2% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling