-13.3%
TSLA vs AXP
-6.4%
-6.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -4.2% |
| 7D | -4.7% | +4.6% | -9.3% | -6.5% |
| 30D | +1.7% | +9.7% | -8.0% | -2.3% |
| 3M | +17.7% | -3.8% | +21.4% | +19.6% |
| 6M | -1.9% | +4.8% | -6.7% | -3.2% |
| YTD | -14.3% | -9.1% | -5.3% | -11.7% |
| 1Y | -13.3% | -6.7% | -6.6% | -11.6% |
| All | -13.3% | -6.4% | -6.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling