-2.9%
TSLA vs ALC
-6.0%
+3.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -1.7% |
| 7D | +8.9% | -1.1% | +10.0% | +9.0% |
| 30D | +6.3% | +16.0% | -9.8% | +6.1% |
| 3M | +14.8% | +0.8% | +14.0% | +15.5% |
| 6M | -12.4% | +16.8% | -29.2% | -12.6% |
| YTD | -13.2% | -5.5% | -7.7% | -8.7% |
| 1Y | -2.9% | -5.3% | +2.3% | +2.2% |
| All | -2.9% | -6.0% | +3.1% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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