+21,479.5%
TSLA vs AXP
+887.0%
+20,592.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.3% | -8.5% | -9.4% |
| 7D | -14.8% | +0.4% | -15.2% | -14.9% |
| 30D | -9.7% | +7.0% | -16.8% | -13.4% |
| 3M | +6.9% | -6.6% | +13.5% | +11.1% |
| 6M | -11.7% | +3.5% | -15.2% | -13.9% |
| YTD | -23.6% | -11.2% | -12.4% | -19.0% |
| 1Y | -25.6% | -10.2% | -15.5% | -21.8% |
| 3Y | +56.3% | +120.0% | -63.8% | -0.3% |
| 5Y | -15.6% | +95.6% | -111.2% | -42.2% |
| 10Y | +2,605.4% | +468.1% | +2,137.2% | +859.0% |
| All | +21,479.5% | +887.0% | +20,592.6% | +5,358.0% |
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