+40.8%
TSLA vs ACM
-19.2%
+60.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.7% |
| 7D | +1.5% | -3.7% | +5.3% | +3.5% |
| 30D | +10.1% | -11.1% | +21.2% | +16.3% |
| 3M | -15.4% | -8.0% | -7.4% | -12.7% |
| 6M | -12.8% | -29.7% | +16.9% | +5.8% |
| YTD | -21.3% | -29.4% | +8.1% | -6.4% |
| 1Y | +4.6% | -46.4% | +51.0% | +51.6% |
| All | +40.8% | -19.2% | +60.0% | +43.1% |
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