+10.8%
TSLA vs APA
+69.9%
-59.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | -6.4% | -8.7% | +2.4% | -4.5% |
| 30D | -1.2% | -2.4% | +1.2% | -0.9% |
| 3M | +15.1% | +19.0% | -3.9% | +10.2% |
| 6M | -11.7% | +26.8% | -38.5% | -17.4% |
| YTD | -15.9% | +87.3% | -103.3% | -30.8% |
| 1Y | -12.0% | +92.3% | -104.3% | -28.3% |
| 3Y | +80.0% | +37.3% | +42.8% | +48.9% |
| 5Y | +10.8% | +73.2% | -62.4% | -21.0% |
| All | +10.8% | +69.9% | -59.0% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling