-11.1%
TSLA vs AS
+2.8%
-13.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.4% | +3.4% |
| 7D | +1.5% | -3.0% | +4.5% | +2.1% |
| 30D | +3.4% | +9.6% | -6.2% | +1.5% |
| 3M | +17.4% | -8.2% | +25.6% | +19.9% |
| 6M | -12.2% | -9.9% | -2.3% | -10.3% |
| YTD | -13.1% | -16.8% | +3.7% | -11.7% |
| 1Y | -11.1% | +3.0% | -14.1% | -13.4% |
| All | -11.1% | +2.8% | -13.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling