-10.0%
TSLA vs AXTX
-74.2%
+64.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +25.3% | -21.4% | +2.6% |
| 7D | +3.4% | +49.3% | -45.9% | +0.9% |
| 30D | +12.0% | -49.1% | +61.2% | +14.2% |
| 3M | -10.0% | -72.6% | +62.6% | -6.6% |
| All | -10.0% | -74.2% | +64.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 3mo: compounded portfolio wealth divided by compounded AXTX 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…
3mo analysis · Full analysis span regression · Available span rolling