+2,921.2%
TSLA vs AXP
+429.4%
+2,491.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -4.7% | -0.6% | -4.1% | -4.3% |
| 30D | -0.8% | +5.0% | -5.7% | -3.7% |
| 3M | +14.8% | -4.2% | +19.0% | +17.6% |
| 6M | -11.3% | +2.9% | -14.3% | -13.3% |
| YTD | -15.6% | -11.6% | -4.0% | -10.1% |
| 1Y | -14.7% | -11.1% | -3.6% | -9.6% |
| 3Y | +76.9% | +116.7% | -39.8% | +13.4% |
| 5Y | +6.7% | +89.6% | -82.9% | -26.4% |
| All | +2,921.2% | +429.4% | +2,491.7% | +1,186.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling