+22,391.8%
TSLA vs AVAV
+412.1%
+21,979.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.5% | -6.2% | +1.8% |
| 7D | -10.4% | -10.6% | +0.2% | -8.0% |
| 30D | -5.2% | -18.8% | +13.6% | -0.7% |
| 3M | +12.1% | -34.1% | +46.2% | +22.9% |
| 6M | -10.2% | -35.3% | +25.2% | -3.6% |
| YTD | -20.3% | -53.4% | +33.0% | -10.5% |
| 1Y | -19.7% | -65.6% | +46.0% | -3.0% |
| 3Y | +63.4% | -5.1% | +68.4% | +41.5% |
| 5Y | -12.1% | +18.5% | -30.6% | -31.9% |
| 10Y | +2,719.7% | +369.8% | +2,349.9% | +1,234.9% |
| All | +22,391.8% | +412.1% | +21,979.8% | +9,361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling