+22,131.9%
TSLA vs AXP
+887.5%
+21,244.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.3% |
| 7D | +1.5% | -2.1% | +3.6% | +2.8% |
| 30D | +10.1% | -6.5% | +16.7% | +14.6% |
| 3M | -15.4% | +4.6% | -20.0% | -17.6% |
| 6M | -12.8% | +5.4% | -18.2% | -15.7% |
| YTD | -21.3% | -11.1% | -10.1% | -16.4% |
| 1Y | +4.6% | -0.3% | +4.9% | +3.2% |
| 3Y | +44.5% | +111.6% | -67.1% | -5.5% |
| 5Y | +44.8% | +117.6% | -72.8% | -6.2% |
| 10Y | +2,585.4% | +474.1% | +2,111.3% | +844.8% |
| All | +22,131.9% | +887.5% | +21,244.4% | +5,533.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling