+2,698.1%
TSLA vs APD
+161.1%
+2,537.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | +3.4% | -2.5% | +5.9% | +4.6% |
| 30D | +12.0% | -1.9% | +13.9% | +13.0% |
| 3M | -10.0% | +8.2% | -18.2% | -13.9% |
| 6M | -7.2% | +10.7% | -18.0% | -12.9% |
| YTD | -18.1% | +22.9% | -41.1% | -27.4% |
| 1Y | +6.3% | +5.8% | +0.5% | +1.0% |
| 3Y | +48.2% | +7.8% | +40.4% | +36.3% |
| 5Y | +46.5% | +26.1% | +20.4% | +19.9% |
| 10Y | +2,698.1% | +163.7% | +2,534.4% | +1,395.9% |
| All | +2,698.1% | +161.1% | +2,537.0% | +1,395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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