+4.6%
TSLA vs AVTR
+16.8%
-12.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.8% |
| 7D | +1.5% | +2.7% | -1.1% | +1.3% |
| 30D | +10.1% | +12.1% | -1.9% | +9.2% |
| 3M | -15.4% | +57.2% | -72.6% | -19.4% |
| 6M | -12.8% | +73.1% | -85.8% | -18.3% |
| YTD | -21.3% | +30.6% | -51.9% | -24.8% |
| 1Y | +4.6% | +13.5% | -8.9% | 0.0% |
| All | +4.6% | +16.8% | -12.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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