+63.4%
TSLA vs ACM
-12.3%
+75.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -10.4% | +5.4% | -15.8% | -12.6% |
| 30D | -5.2% | +15.1% | -20.3% | -11.6% |
| 3M | +12.1% | -10.5% | +22.6% | +17.6% |
| 6M | -10.2% | -19.7% | +9.5% | -0.2% |
| YTD | -20.3% | -28.8% | +8.5% | -6.0% |
| 1Y | -19.7% | -47.9% | +28.2% | +19.6% |
| 3Y | +63.4% | -12.4% | +75.7% | +61.8% |
| All | +63.4% | -12.3% | +75.7% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling