+3,009.1%
TSLA vs APH
+950.8%
+2,058.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.5% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +3.4% | -8.0% | +11.4% | +9.3% |
| 3M | +17.4% | -5.0% | +22.4% | +19.9% |
| 6M | -12.2% | +29.9% | -42.1% | -30.9% |
| YTD | -13.1% | +18.0% | -31.1% | -31.6% |
| 1Y | -11.1% | +11.3% | -22.4% | -26.9% |
| 3Y | +82.1% | +274.9% | -192.8% | -52.7% |
| 5Y | +10.3% | +300.6% | -290.3% | -72.8% |
| 10Y | +3,009.1% | +944.2% | +2,064.9% | +251.8% |
| All | +3,009.1% | +950.8% | +2,058.3% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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