-0.9%
TSLA vs AJG
-17.2%
+16.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.1% |
| 7D | +3.2% | -8.3% | +11.5% | +0.3% |
| 30D | +11.6% | -5.7% | +17.3% | +9.4% |
| 3M | -8.4% | +9.1% | -17.5% | -5.6% |
| 6M | -10.4% | +15.2% | -25.6% | -5.7% |
| YTD | -18.7% | -6.3% | -12.4% | -18.3% |
| 1Y | -0.9% | -19.1% | +18.2% | -6.2% |
| All | -0.9% | -17.2% | +16.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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