+2,725.1%
TSLA vs AVTR
+6.1%
+2,719.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +15.6% | +3.2% | +12.5% | +14.3% |
| 30D | +5.9% | +0.5% | +5.5% | +5.8% |
| 3M | +21.4% | +12.1% | +9.2% | +16.2% |
| 6M | -8.3% | +91.2% | -99.5% | -30.3% |
| YTD | -11.6% | +36.3% | -47.9% | -24.0% |
| 1Y | -7.7% | +35.2% | -42.9% | -20.9% |
| 3Y | +85.2% | -15.8% | +101.0% | +77.2% |
| 5Y | +15.4% | -58.9% | +74.3% | +54.9% |
| All | +2,725.1% | +6.1% | +2,719.0% | +2,280.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling