+2,737.0%
TSLA vs APA
-1.1%
+2,738.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.7% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +11.2% | +9.3% | +1.8% | +9.0% |
| 3M | -7.3% | +23.3% | -30.6% | -11.9% |
| 6M | -7.7% | +39.5% | -47.2% | -15.9% |
| YTD | -18.2% | +87.6% | -105.8% | -30.6% |
| 1Y | +6.0% | +114.2% | -108.2% | -13.3% |
| 3Y | +48.0% | +13.6% | +34.4% | +33.9% |
| 5Y | +46.2% | +175.6% | -129.4% | +6.1% |
| 10Y | +2,737.0% | -2.6% | +2,739.7% | +1,763.2% |
| All | +2,737.0% | -1.1% | +2,738.1% | +1,763.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling