+2,533.1%
TSLA vs AVAV
+502.7%
+2,030.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.6% |
| 7D | +1.5% | -2.2% | +3.8% | +2.1% |
| 30D | +10.1% | -13.9% | +24.0% | +13.4% |
| 3M | -15.4% | -29.2% | +13.8% | -10.5% |
| 6M | -12.8% | -36.1% | +23.4% | -6.8% |
| YTD | -21.3% | -40.2% | +18.9% | -16.6% |
| 1Y | +4.6% | -36.2% | +40.8% | +7.8% |
| 3Y | +44.5% | +47.5% | -3.0% | +13.9% |
| 5Y | +44.8% | +39.3% | +5.5% | +10.2% |
| All | +2,533.1% | +502.7% | +2,030.4% | +1,518.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling