+40.8%
TSLA vs AG
+274.2%
-233.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -4.0% | -5.6% |
| 7D | +1.5% | +1.0% | +0.5% | +1.4% |
| 30D | +10.1% | +19.2% | -9.1% | +7.3% |
| 3M | -15.4% | +6.2% | -21.5% | -16.6% |
| 6M | -12.8% | -26.7% | +13.9% | -11.0% |
| YTD | -21.3% | +26.1% | -47.4% | -24.8% |
| 1Y | +4.6% | +131.7% | -127.1% | -7.0% |
| All | +40.8% | +274.2% | -233.4% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling