+6.3%
TSLA vs ALHC
-14.5%
+20.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.0% |
| 7D | +3.4% | -1.0% | +4.3% | +3.4% |
| 30D | +12.0% | -6.3% | +18.4% | +12.4% |
| 3M | -10.0% | -12.3% | +2.3% | -9.1% |
| 6M | -7.2% | -27.0% | +19.8% | -6.1% |
| YTD | -18.1% | -31.8% | +13.7% | -16.8% |
| 1Y | +6.3% | -17.0% | +23.3% | +0.5% |
| All | +6.3% | -14.5% | +20.8% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling