+56.7%
TSLA vs AXP
+120.3%
-63.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.3% | -8.5% | -8.9% |
| 7D | -14.8% | +0.4% | -15.2% | -15.0% |
| 30D | -9.7% | +7.0% | -16.8% | -14.7% |
| 3M | +6.9% | -6.6% | +13.5% | +12.7% |
| 6M | -11.7% | +3.5% | -15.2% | -14.8% |
| YTD | -23.6% | -11.2% | -12.4% | -16.9% |
| 1Y | -25.6% | -10.2% | -15.5% | -20.2% |
| All | +56.7% | +120.3% | -63.5% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling