+38.0%
TSLA vs APH
+282.8%
-244.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.4% |
| 7D | +1.5% | +5.0% | -3.4% | -1.3% |
| 30D | +10.1% | -3.9% | +14.0% | +12.1% |
| 3M | -15.4% | +13.0% | -28.4% | -21.9% |
| 6M | -12.8% | +25.2% | -37.9% | -26.0% |
| YTD | -21.3% | +22.9% | -44.2% | -36.0% |
| 1Y | +4.6% | +47.8% | -43.2% | -28.9% |
| All | +38.0% | +282.8% | -244.8% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling