+22,131.9%
TSLA vs AEM
+335.5%
+21,796.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.8% | -5.8% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | +10.1% | +24.0% | -13.9% | +7.0% |
| 3M | -15.4% | +16.1% | -31.5% | -17.2% |
| 6M | -12.8% | -11.6% | -1.2% | -11.8% |
| YTD | -21.3% | +21.5% | -42.8% | -23.7% |
| 1Y | +4.6% | +39.2% | -34.6% | -0.6% |
| 3Y | +44.5% | +347.4% | -302.9% | +17.6% |
| 5Y | +44.8% | +290.1% | -245.3% | +17.8% |
| 10Y | +2,585.4% | +357.8% | +2,227.6% | +1,999.6% |
| All | +22,131.9% | +335.5% | +21,796.4% | +17,984.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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