+63.4%
TSLA vs AXP
+117.6%
-54.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.5% | +5.2% |
| 7D | -10.4% | +0.6% | -11.0% | -10.8% |
| 30D | -5.2% | +5.8% | -11.0% | -9.6% |
| 3M | +12.1% | -6.0% | +18.1% | +17.5% |
| 6M | -10.2% | +0.3% | -10.5% | -11.1% |
| YTD | -20.3% | -12.3% | -8.1% | -12.6% |
| 1Y | -19.7% | -11.2% | -8.4% | -13.0% |
| 3Y | +63.4% | +117.0% | -53.7% | -5.6% |
| All | +63.4% | +117.6% | -54.2% | -5.6% |
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 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