+4.6%
TSLA vs APA
+94.6%
-90.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -6.2% |
| 7D | +1.5% | +0.5% | +1.0% | +1.6% |
| 30D | +10.1% | +23.4% | -13.3% | +12.6% |
| 3M | -15.4% | +12.7% | -28.1% | -13.8% |
| 6M | -12.8% | +39.4% | -52.2% | -12.7% |
| YTD | -21.3% | +79.0% | -100.2% | -23.3% |
| 1Y | +4.6% | +88.8% | -84.2% | +1.6% |
| All | +4.6% | +94.6% | -90.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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