+2,650.1%
TSLA vs APTV
-15.8%
+2,665.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.8% | -2.6% |
| 7D | -3.4% | -1.8% | -1.6% | -2.9% |
| 30D | +9.2% | -7.9% | +17.2% | +13.6% |
| 3M | -4.7% | -29.9% | +25.2% | +13.4% |
| 6M | -8.9% | -36.6% | +27.6% | +12.3% |
| YTD | -19.2% | -40.0% | +20.8% | +1.5% |
| 1Y | +4.5% | -44.0% | +48.5% | +35.8% |
| 3Y | +46.3% | -54.5% | +100.8% | +103.0% |
| 5Y | +48.1% | -68.8% | +116.9% | +149.6% |
| All | +2,650.1% | -15.8% | +2,665.9% | +2,882.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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