-2.9%
TSLA vs APA
+107.6%
-110.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -1.6% |
| 7D | +8.9% | +8.5% | +0.4% | +10.0% |
| 30D | +6.3% | +2.8% | +3.5% | +6.5% |
| 3M | +14.8% | +21.7% | -6.9% | +18.4% |
| 6M | -12.4% | +32.6% | -45.0% | -7.3% |
| YTD | -13.2% | +103.7% | -116.9% | -9.3% |
| 1Y | -2.9% | +101.8% | -104.7% | +0.8% |
| All | -2.9% | +107.6% | -110.5% | +0.8% |
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