+33.6%
TSLA vs AUR
+84.2%
-50.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | +11.6% | -6.4% | +18.0% | +13.1% |
| 3M | -8.4% | +7.7% | -16.2% | -10.3% |
| 6M | -10.4% | +44.5% | -54.9% | -19.4% |
| YTD | -18.7% | +67.4% | -86.2% | -30.2% |
| 1Y | -0.9% | +15.4% | -16.4% | -7.3% |
| 3Y | +33.6% | +94.8% | -61.3% | -10.0% |
| All | +33.6% | +84.2% | -50.7% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling