+22,391.8%
TSLA vs APH
+3,253.7%
+19,138.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +1.3% |
| 7D | -10.4% | -5.9% | -4.5% | -6.5% |
| 30D | -5.2% | -14.8% | +9.6% | +5.9% |
| 3M | +12.1% | -12.4% | +24.5% | +21.4% |
| 6M | -10.2% | +8.1% | -18.2% | -18.4% |
| YTD | -20.3% | +10.9% | -31.3% | -33.0% |
| 1Y | -19.7% | +8.8% | -28.4% | -31.8% |
| 3Y | +63.4% | +262.1% | -198.7% | -48.3% |
| 5Y | -12.1% | +283.1% | -295.2% | -72.9% |
| 10Y | +2,719.7% | +908.1% | +1,811.6% | +337.5% |
| All | +22,391.8% | +3,253.7% | +19,138.1% | +1,465.1% |
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 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