-7.6%
TSLA vs APH
+280.5%
-288.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +1.4% |
| 7D | -10.4% | -5.9% | -4.5% | -6.6% |
| 30D | -5.2% | -14.8% | +9.6% | +5.5% |
| 3M | +12.1% | -12.4% | +24.5% | +21.2% |
| 6M | -10.2% | +8.1% | -18.2% | -18.3% |
| YTD | -20.3% | +10.9% | -31.3% | -34.3% |
| 1Y | -19.7% | +8.8% | -28.4% | -33.1% |
| 3Y | +63.4% | +262.1% | -198.7% | -63.9% |
| All | -7.6% | +280.5% | -288.1% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling