+41.1%
TSLA vs AR
+143.7%
-102.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.7% |
| 7D | +1.5% | +2.5% | -1.0% | +0.9% |
| 30D | +10.1% | +14.8% | -4.7% | +6.1% |
| 3M | -15.4% | +6.2% | -21.6% | -17.1% |
| 6M | -12.8% | +4.3% | -17.1% | -14.9% |
| YTD | -21.3% | +14.4% | -35.6% | -25.5% |
| 1Y | +4.6% | +21.3% | -16.7% | -3.2% |
| 3Y | +44.5% | +39.8% | +4.7% | +27.4% |
| All | +41.1% | +143.7% | -102.6% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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