+101.6%
TSLA vs ALAB
+490.6%
-389.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +9.8% | -15.7% | -7.9% |
| 7D | +1.5% | +7.2% | -5.7% | -0.1% |
| 30D | +10.1% | -2.5% | +12.6% | +10.3% |
| 3M | -15.4% | -13.3% | -2.1% | -14.5% |
| 6M | -12.8% | +172.8% | -185.6% | -31.0% |
| YTD | -21.3% | +86.6% | -107.8% | -34.1% |
| 1Y | +4.6% | +65.2% | -60.6% | -12.7% |
| All | +101.6% | +490.6% | -389.0% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling