+4.5%
TSLA vs ALM
+279.2%
-274.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | +0.1% |
| 7D | -3.4% | -7.1% | +3.7% | -2.5% |
| 30D | +9.2% | +24.7% | -15.4% | +5.8% |
| 3M | -4.7% | +8.3% | -13.0% | -6.6% |
| 6M | -8.9% | -22.2% | +13.2% | -8.7% |
| YTD | -19.2% | +88.1% | -107.2% | -25.6% |
| 1Y | +4.5% | +272.4% | -267.8% | +6.7% |
| All | +4.5% | +279.2% | -274.6% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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