+22,391.8%
TSLA vs AXP
+874.9%
+21,517.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.5% | +5.0% |
| 7D | -10.4% | +0.6% | -11.0% | -10.7% |
| 30D | -5.2% | +5.8% | -11.0% | -8.4% |
| 3M | +12.1% | -6.0% | +18.1% | +16.0% |
| 6M | -10.2% | +0.3% | -10.5% | -10.7% |
| YTD | -20.3% | -12.3% | -8.1% | -15.0% |
| 1Y | -19.7% | -11.2% | -8.4% | -14.9% |
| 3Y | +63.4% | +117.0% | -53.7% | +5.0% |
| 5Y | -12.1% | +93.2% | -105.2% | -39.4% |
| 10Y | +2,719.7% | +461.2% | +2,258.6% | +906.6% |
| All | +22,391.8% | +874.9% | +21,517.0% | +5,628.6% |
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 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