+34.4%
TSLA vs AGI
+214.4%
-179.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +3.0% | +2.2% | +0.8% | +2.7% |
| 30D | +11.2% | +11.3% | -0.1% | +9.1% |
| 3M | -7.3% | +5.6% | -12.9% | -8.6% |
| 6M | -7.7% | -27.7% | +19.9% | -4.3% |
| YTD | -18.2% | -4.1% | -14.1% | -18.9% |
| 1Y | +6.0% | +13.8% | -7.8% | +2.1% |
| All | +34.4% | +214.4% | -179.9% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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