+3,185.6%
TSLA vs APA
+7.0%
+3,178.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | +15.6% | +9.6% | +6.0% | +13.5% |
| 30D | +5.9% | -0.2% | +6.1% | +5.8% |
| 3M | +21.4% | +19.8% | +1.5% | +16.4% |
| 6M | -8.3% | +30.1% | -38.4% | -14.3% |
| YTD | -11.6% | +100.4% | -112.0% | -26.3% |
| 1Y | -7.7% | +105.2% | -112.9% | -23.7% |
| 3Y | +85.2% | +44.6% | +40.6% | +59.2% |
| 5Y | +15.4% | +88.8% | -73.4% | -9.6% |
| All | +3,185.6% | +7.0% | +3,178.7% | +2,000.1% |
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