+3,185.6%
TSLA vs APD
+191.6%
+2,994.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +15.6% | +2.2% | +13.5% | +14.4% |
| 30D | +5.9% | +9.4% | -3.5% | +1.3% |
| 3M | +21.4% | +4.7% | +16.7% | +18.6% |
| 6M | -8.3% | +5.5% | -13.8% | -11.2% |
| YTD | -11.6% | +31.4% | -43.0% | -24.2% |
| 1Y | -7.7% | +24.1% | -31.8% | -18.8% |
| 3Y | +85.2% | +28.8% | +56.4% | +55.7% |
| 5Y | +15.4% | +15.8% | -0.4% | -0.6% |
| All | +3,185.6% | +191.6% | +2,994.0% | +1,544.7% |
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