+6.0%
TSLA vs AG
+124.1%
-118.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | +11.2% | +12.5% | -1.3% | +8.3% |
| 3M | -7.3% | +28.2% | -35.4% | -12.3% |
| 6M | -7.7% | -18.8% | +11.1% | -7.4% |
| YTD | -18.2% | +27.4% | -45.6% | -23.9% |
| 1Y | +6.0% | +132.2% | -126.2% | -16.1% |
| All | +6.0% | +124.1% | -118.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling