+3,125.8%
TSLA vs AMAT
+1,302.1%
+1,823.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.3% |
| 7D | +8.9% | +11.4% | -2.4% | +2.5% |
| 30D | +6.3% | -17.0% | +23.3% | +16.5% |
| 3M | +14.8% | -30.6% | +45.4% | +36.5% |
| 6M | -12.4% | -14.9% | +2.6% | -11.5% |
| YTD | -13.2% | +44.7% | -57.9% | -37.9% |
| 1Y | -2.9% | +66.9% | -69.8% | -36.5% |
| 3Y | +74.4% | +153.3% | -78.9% | -15.9% |
| 5Y | +13.3% | +146.2% | -133.0% | -46.1% |
| All | +3,125.8% | +1,302.1% | +1,823.8% | +491.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 10y: compounded portfolio wealth divided by compounded AMAT 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…
10y analysis · Full analysis span regression · 6 months rolling