+2,518.5%
TSLA vs APH
+1,060.9%
+1,457.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.6% |
| 7D | +1.5% | +5.0% | -3.4% | -2.2% |
| 30D | +10.1% | -3.9% | +14.0% | +12.7% |
| 3M | -15.4% | +13.0% | -28.4% | -24.2% |
| 6M | -12.8% | +25.2% | -37.9% | -30.0% |
| YTD | -21.3% | +22.9% | -44.2% | -39.1% |
| 1Y | +4.6% | +47.8% | -43.2% | -32.7% |
| 3Y | +44.5% | +283.0% | -238.5% | -62.0% |
| 5Y | +44.8% | +349.7% | -304.9% | -66.8% |
| All | +2,518.5% | +1,060.9% | +1,457.7% | +212.1% |
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