+40.8%
TSLA vs APD
+11.2%
+29.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.6% |
| 7D | +1.5% | -2.2% | +3.7% | +2.2% |
| 30D | +10.1% | +2.1% | +8.0% | +9.4% |
| 3M | -15.4% | +7.2% | -22.6% | -17.5% |
| 6M | -12.8% | +11.2% | -24.0% | -16.5% |
| YTD | -21.3% | +24.4% | -45.7% | -27.8% |
| 1Y | +4.6% | +6.7% | -2.1% | +1.9% |
| All | +40.8% | +11.2% | +29.6% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling