-7.6%
TSLA vs ALHC
-64.2%
+56.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.6% |
| 7D | -10.4% | +1.0% | -11.4% | -10.6% |
| 30D | -5.2% | -14.2% | +9.0% | -3.6% |
| 3M | +12.1% | -45.1% | +57.3% | +20.5% |
| 6M | -10.2% | -59.5% | +49.4% | -0.7% |
| YTD | -20.3% | -62.8% | +42.5% | -11.5% |
| 1Y | -19.7% | -55.5% | +35.8% | -13.7% |
| 3Y | +63.4% | +25.7% | +37.7% | +29.6% |
| All | -7.6% | -64.2% | +56.6% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling