+2,650.1%
TSLA vs ACN
+91.1%
+2,559.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.8% |
| 7D | -3.4% | -7.9% | +4.5% | +1.1% |
| 30D | +9.2% | -1.1% | +10.3% | +9.7% |
| 3M | -4.7% | +5.6% | -10.3% | -10.8% |
| 6M | -8.9% | -9.9% | +1.0% | -7.8% |
| YTD | -19.2% | -32.3% | +13.2% | -1.9% |
| 1Y | +4.5% | -25.3% | +29.8% | +16.8% |
| 3Y | +46.3% | -42.3% | +88.6% | +89.8% |
| 5Y | +48.1% | -43.5% | +91.6% | +94.5% |
| All | +2,650.1% | +91.1% | +2,559.0% | +1,750.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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