+2,973.5%
TSLA vs APA
+0.4%
+2,973.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -4.7% | -5.5% | +0.8% | -3.5% |
| 30D | -0.8% | -1.2% | +0.4% | -0.7% |
| 3M | +14.8% | +10.6% | +4.2% | +11.9% |
| 6M | -11.3% | +28.4% | -39.8% | -17.0% |
| YTD | -15.6% | +89.7% | -105.3% | -28.8% |
| 1Y | -14.7% | +90.6% | -105.3% | -28.3% |
| 3Y | +76.9% | +36.9% | +40.0% | +53.9% |
| 5Y | +6.7% | +83.2% | -76.5% | -15.8% |
| 10Y | +2,973.5% | -0.1% | +2,973.6% | +1,870.9% |
| All | +2,973.5% | +0.4% | +2,973.1% | +1,870.9% |
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