+83.3%
TSLA vs ALHC
-61.8%
+145.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.7% |
| 7D | -6.4% | +3.9% | -10.2% | -6.9% |
| 30D | -1.2% | -3.6% | +2.4% | -1.0% |
| 3M | +15.1% | -49.4% | +64.5% | +25.0% |
| 6M | -11.7% | -59.5% | +47.7% | -2.6% |
| YTD | -15.9% | -63.2% | +47.3% | -6.7% |
| 1Y | -12.0% | -55.5% | +43.5% | -5.5% |
| 3Y | +80.0% | +23.0% | +57.0% | +46.3% |
| 5Y | +10.8% | -65.7% | +76.5% | +1.0% |
| All | +83.3% | -61.8% | +145.1% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling