+6.3%
TSLA vs AVAV
-35.3%
+41.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.7% |
| 7D | +3.4% | +3.2% | +0.2% | +3.1% |
| 30D | +12.0% | -20.3% | +32.4% | +14.4% |
| 3M | -10.0% | -19.4% | +9.5% | -8.7% |
| 6M | -7.2% | -35.3% | +28.1% | -4.2% |
| YTD | -18.1% | -38.5% | +20.4% | -15.9% |
| 1Y | +6.3% | -37.2% | +43.5% | +28.1% |
| All | +6.3% | -35.3% | +41.6% | +28.1% |
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