+103.9%
TSLA vs ALAB
+262.8%
-158.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.0% | +2.9% |
| 7D | -10.4% | -26.3% | +15.9% | -4.9% |
| 30D | -5.2% | -50.1% | +44.9% | +8.2% |
| 3M | +12.1% | -42.5% | +54.6% | +23.2% |
| 6M | -10.2% | -10.8% | +0.7% | -11.1% |
| YTD | -20.3% | +14.6% | -35.0% | -27.4% |
| 1Y | -19.7% | +17.1% | -36.8% | -28.2% |
| All | +103.9% | +262.8% | -158.9% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling