+2,678.1%
TSLA vs AVTR
+6.9%
+2,671.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +3.4% | +1.5% | +1.8% | +2.8% |
| 3M | +17.4% | +14.2% | +3.2% | +11.6% |
| 6M | -12.2% | +97.4% | -109.5% | -34.1% |
| YTD | -13.1% | +37.3% | -50.4% | -25.5% |
| 1Y | -11.1% | +36.8% | -47.9% | -24.1% |
| 3Y | +82.1% | -15.2% | +97.3% | +73.8% |
| 5Y | +10.3% | -59.2% | +69.4% | +48.6% |
| All | +2,678.1% | +6.9% | +2,671.2% | +2,235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling