-7.6%
TSLA vs AVAV
+18.1%
-25.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.5% | -6.2% | +2.0% |
| 7D | -10.4% | -10.6% | +0.2% | -8.3% |
| 30D | -5.2% | -18.8% | +13.6% | -1.2% |
| 3M | +12.1% | -34.1% | +46.2% | +21.6% |
| 6M | -10.2% | -35.3% | +25.2% | -4.3% |
| YTD | -20.3% | -53.4% | +33.0% | -11.6% |
| 1Y | -19.7% | -65.6% | +46.0% | -4.1% |
| 3Y | +63.4% | -5.1% | +68.4% | +36.3% |
| All | -7.6% | +18.1% | -25.7% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling