+48.2%
TSLA vs ACN
-42.6%
+90.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +4.8% |
| 7D | +3.4% | -4.8% | +8.2% | +4.4% |
| 30D | +12.0% | +1.9% | +10.2% | +11.7% |
| 3M | -10.0% | +3.9% | -13.8% | -10.0% |
| 6M | -7.2% | -15.0% | +7.8% | -1.3% |
| YTD | -18.1% | -31.9% | +13.8% | -4.9% |
| 1Y | +6.3% | -28.5% | +34.8% | +20.1% |
| 3Y | +48.2% | -41.9% | +90.1% | +74.0% |
| All | +48.2% | -42.6% | +90.8% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling