+2,416.8%
TSLA vs AVTR
+1.7%
+2,415.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.4% |
| 7D | +1.5% | +2.7% | -1.1% | +0.6% |
| 30D | +10.1% | +12.1% | -1.9% | +5.6% |
| 3M | -15.4% | +57.2% | -72.6% | -30.2% |
| 6M | -12.8% | +73.1% | -85.8% | -31.2% |
| YTD | -21.3% | +30.6% | -51.9% | -31.1% |
| 1Y | +4.6% | +13.5% | -8.9% | -6.4% |
| 3Y | +44.5% | -31.0% | +75.5% | +51.8% |
| 5Y | +44.8% | -63.2% | +108.0% | +102.6% |
| All | +2,416.8% | +1.7% | +2,415.1% | +2,058.2% |
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