+93.8%
TSLA vs AHR
+360.2%
-266.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -3.4% | -3.0% | -0.4% | -2.2% |
| 30D | +9.2% | +2.6% | +6.6% | +8.0% |
| 3M | -4.7% | +16.0% | -20.7% | -11.6% |
| 6M | -8.9% | +3.1% | -12.0% | -10.9% |
| YTD | -19.2% | +16.0% | -35.2% | -26.1% |
| 1Y | +4.5% | +28.0% | -23.4% | -10.6% |
| All | +93.8% | +360.2% | -266.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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