+115.2%
TSLA vs ALAB
+312.6%
-197.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +13.7% | -8.2% | +2.7% |
| 7D | -6.4% | -5.6% | -0.8% | -5.4% |
| 30D | -1.2% | -36.6% | +35.4% | +7.4% |
| 3M | +15.1% | -35.1% | +50.2% | +23.2% |
| 6M | -11.7% | +8.5% | -20.3% | -16.0% |
| YTD | -15.9% | +30.4% | -46.3% | -25.5% |
| 1Y | -12.0% | +31.0% | -43.0% | -23.1% |
| All | +115.2% | +312.6% | -197.4% | +34.0% |
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