+21,479.5%
TSLA vs APH
+3,121.1%
+18,358.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.3% | -1.4% | -4.1% |
| 7D | -14.8% | -12.7% | -2.1% | -6.2% |
| 30D | -9.7% | -19.2% | +9.4% | +4.6% |
| 3M | +6.9% | -16.7% | +23.6% | +20.0% |
| 6M | -11.7% | +5.1% | -16.9% | -18.3% |
| YTD | -23.6% | +6.6% | -30.1% | -33.8% |
| 1Y | -25.6% | +3.9% | -29.5% | -34.8% |
| 3Y | +56.3% | +246.0% | -189.8% | -48.9% |
| 5Y | -15.6% | +268.0% | -283.6% | -73.3% |
| 10Y | +2,605.4% | +868.2% | +1,737.1% | +332.0% |
| All | +21,479.5% | +3,121.1% | +18,358.4% | +1,445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling