-13.3%
TSLA vs ALAB
+23.1%
-36.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.6% |
| 7D | -4.7% | -24.9% | +20.2% | -0.4% |
| 30D | +1.7% | -38.4% | +40.1% | +9.4% |
| 3M | +17.7% | -38.3% | +55.9% | +25.7% |
| 6M | -1.9% | +10.9% | -12.8% | -2.3% |
| YTD | -14.3% | +34.2% | -48.6% | -18.9% |
| 1Y | -13.3% | +24.5% | -37.8% | -16.8% |
| All | -13.3% | +23.1% | -36.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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