+75.4%
TSLA vs AUR
-35.0%
+110.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +3.0% | +11.1% | -8.1% | +0.2% |
| 30D | +11.2% | -6.9% | +18.0% | +12.8% |
| 3M | -7.3% | +5.5% | -12.8% | -8.8% |
| 6M | -7.7% | +41.0% | -48.7% | -17.0% |
| YTD | -18.2% | +69.3% | -87.5% | -30.5% |
| 1Y | +6.0% | +14.0% | -8.0% | -0.9% |
| 3Y | +48.0% | +90.1% | -42.0% | +2.6% |
| 5Y | +46.2% | -34.4% | +80.6% | +6.3% |
| All | +75.4% | -35.0% | +110.4% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling