+22,727.1%
TSLA vs AJG
+1,321.1%
+21,406.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -3.4% | -8.5% | +5.1% | +1.0% |
| 30D | +9.2% | -3.8% | +13.0% | +11.0% |
| 3M | -4.7% | +10.8% | -15.5% | -11.8% |
| 6M | -8.9% | +15.6% | -24.5% | -18.8% |
| YTD | -19.2% | -5.1% | -14.0% | -19.9% |
| 1Y | +4.5% | -16.0% | +20.6% | +10.3% |
| 3Y | +46.3% | +9.7% | +36.6% | +24.5% |
| 5Y | +48.1% | +77.8% | -29.7% | -11.9% |
| 10Y | +2,704.2% | +478.2% | +2,226.0% | +604.0% |
| All | +22,727.1% | +1,321.1% | +21,406.0% | +2,753.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling