-13.3%
TSLA vs AVAV
-68.0%
+54.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.3% | +5.0% | -2.5% |
| 7D | -4.7% | -10.1% | +5.4% | -3.7% |
| 30D | +1.7% | -18.7% | +20.4% | +3.8% |
| 3M | +17.7% | -33.0% | +50.7% | +22.1% |
| 6M | -1.9% | -37.2% | +35.3% | +1.6% |
| YTD | -14.3% | -53.2% | +38.8% | -10.1% |
| 1Y | -13.3% | -69.0% | +55.7% | +7.1% |
| All | -13.3% | -68.0% | +54.7% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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