+71.7%
TSLA vs ALHC
-28.9%
+100.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | +10.1% | -1.0% | +11.1% | +10.1% |
| 3M | -15.4% | -10.2% | -5.2% | -15.5% |
| 6M | -12.8% | -28.3% | +15.5% | -10.6% |
| YTD | -21.3% | -31.4% | +10.2% | -19.0% |
| 1Y | +4.6% | -16.9% | +21.5% | +4.1% |
| 3Y | +44.5% | +135.5% | -91.0% | +6.8% |
| 5Y | +44.8% | -33.6% | +78.4% | +22.6% |
| All | +71.7% | -28.9% | +100.6% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling