+2,497.5%
TSLA vs AVTR
+0.6%
+2,496.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.2% | -1.1% | +4.3% | +3.6% |
| 30D | +11.6% | +6.3% | +5.3% | +9.1% |
| 3M | -8.4% | +53.3% | -61.8% | -23.7% |
| 6M | -10.4% | +78.6% | -89.0% | -30.2% |
| YTD | -18.7% | +29.2% | -48.0% | -28.6% |
| 1Y | -0.9% | +13.8% | -14.7% | -11.5% |
| 3Y | +33.6% | -27.4% | +61.0% | +36.6% |
| 5Y | +48.9% | -65.0% | +113.9% | +113.3% |
| All | +2,497.5% | +0.6% | +2,496.9% | +2,136.5% |
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