+48.2%
TSLA vs AVTR
-25.8%
+73.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.6% |
| 7D | +3.4% | +7.4% | -4.0% | +2.0% |
| 30D | +12.0% | +12.2% | -0.2% | +9.7% |
| 3M | -10.0% | +57.4% | -67.4% | -18.4% |
| 6M | -7.2% | +86.7% | -93.9% | -19.2% |
| YTD | -18.1% | +33.1% | -51.2% | -23.8% |
| 1Y | +6.3% | +16.1% | -9.9% | -0.1% |
| 3Y | +48.2% | -24.6% | +72.8% | +44.6% |
| All | +48.2% | -25.8% | +73.9% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling