+63.4%
TSLA vs APD
+11.7%
+51.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.7% |
| 7D | -10.4% | -3.7% | -6.7% | -9.4% |
| 30D | -5.2% | +9.6% | -14.8% | -7.7% |
| 3M | +12.1% | +1.6% | +10.5% | +11.6% |
| 6M | -10.2% | +2.2% | -12.3% | -10.9% |
| YTD | -20.3% | +25.9% | -46.2% | -26.8% |
| 1Y | -19.7% | +20.1% | -39.8% | -25.1% |
| 3Y | +63.4% | +12.4% | +51.0% | +53.7% |
| All | +63.4% | +11.7% | +51.7% | +53.7% |
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 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