-15.1%
TSLA vs ALC
+2.0%
-17.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.5% |
| 7D | -6.4% | +2.1% | -8.4% | -6.3% |
| 30D | -1.2% | +17.2% | -18.4% | -1.3% |
| 3M | +15.1% | +4.6% | +10.4% | +15.7% |
| 6M | -11.7% | +20.1% | -31.9% | -12.1% |
| YTD | -15.9% | -4.2% | -11.7% | -12.0% |
| All | -15.1% | +2.0% | -17.1% | -11.1% |
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