+3,185.6%
TSLA vs APH
+944.7%
+2,240.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | +15.6% | +11.1% | +4.5% | +6.8% |
| 30D | +5.9% | -7.3% | +13.2% | +11.4% |
| 3M | +21.4% | -6.2% | +27.5% | +25.1% |
| 6M | -8.3% | +24.9% | -33.2% | -25.4% |
| YTD | -11.6% | +18.4% | -30.1% | -30.6% |
| 1Y | -7.7% | +13.0% | -20.7% | -25.1% |
| 3Y | +85.2% | +276.4% | -191.2% | -52.0% |
| 5Y | +15.4% | +296.4% | -281.0% | -71.2% |
| All | +3,185.6% | +944.7% | +2,240.9% | +271.5% |
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