+23,636.9%
TSLA vs APA
-27.9%
+23,664.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | -6.4% | -8.7% | +2.4% | -4.3% |
| 30D | -1.2% | -2.4% | +1.2% | -0.9% |
| 3M | +15.1% | +19.0% | -3.9% | +9.7% |
| 6M | -11.7% | +26.8% | -38.5% | -17.9% |
| YTD | -15.9% | +87.3% | -103.3% | -30.6% |
| 1Y | -12.0% | +92.3% | -104.3% | -28.0% |
| 3Y | +80.0% | +37.3% | +42.8% | +54.0% |
| 5Y | +10.8% | +73.2% | -62.4% | -14.7% |
| 10Y | +2,883.7% | -0.9% | +2,884.5% | +1,957.5% |
| All | +23,636.9% | -27.9% | +23,664.8% | +18,539.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling