+2,664.3%
TSLA vs APO
+945.2%
+1,719.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +3.2% | -3.5% | +6.7% | +5.1% |
| 30D | +11.6% | -6.6% | +18.1% | +15.5% |
| 3M | -8.4% | -3.3% | -5.2% | -7.3% |
| 6M | -10.4% | +22.6% | -33.0% | -20.3% |
| YTD | -18.7% | -9.8% | -9.0% | -16.1% |
| 1Y | -0.9% | -3.9% | +3.0% | -2.0% |
| 3Y | +33.6% | +52.5% | -18.9% | +5.7% |
| 5Y | +48.9% | +134.0% | -85.1% | -4.2% |
| All | +2,664.3% | +945.2% | +1,719.0% | +977.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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