+23,636.9%
TSLA vs ACM
+215.6%
+23,421.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.3% | +2.9% |
| 7D | -6.4% | +6.9% | -13.3% | -9.4% |
| 30D | -1.2% | +19.1% | -20.3% | -9.5% |
| 3M | +15.1% | -6.9% | +22.0% | +17.9% |
| 6M | -11.7% | -12.0% | +0.3% | -7.9% |
| YTD | -15.9% | -25.1% | +9.2% | -5.8% |
| 1Y | -12.0% | -45.4% | +33.4% | +15.6% |
| 3Y | +80.0% | -6.9% | +86.9% | +80.6% |
| 5Y | +10.8% | +3.7% | +7.1% | +5.7% |
| 10Y | +2,883.7% | +135.8% | +2,747.9% | +1,704.9% |
| All | +23,636.9% | +215.6% | +23,421.3% | +11,011.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling