+63.4%
TSLA vs AVAV
-5.8%
+69.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.5% | -6.2% | +2.5% |
| 7D | -10.4% | -10.6% | +0.2% | -8.8% |
| 30D | -5.2% | -18.8% | +13.6% | -2.2% |
| 3M | +12.1% | -34.1% | +46.2% | +19.1% |
| 6M | -10.2% | -35.3% | +25.2% | -5.7% |
| YTD | -20.3% | -53.4% | +33.0% | -13.8% |
| 1Y | -19.7% | -65.6% | +46.0% | -7.8% |
| 3Y | +63.4% | -5.1% | +68.4% | +32.7% |
| All | +63.4% | -5.8% | +69.2% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling