+2,973.5%
TSLA vs AMBA
+4.3%
+2,969.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +1.2% |
| 7D | -4.7% | -2.6% | -2.1% | -3.6% |
| 30D | -0.8% | -10.5% | +9.7% | +3.3% |
| 3M | +14.8% | -26.4% | +41.2% | +27.1% |
| 6M | -11.3% | -20.9% | +9.6% | -8.9% |
| YTD | -15.6% | -14.8% | -0.8% | -17.4% |
| 1Y | -14.7% | -36.1% | +21.4% | -8.4% |
| 3Y | +76.9% | +20.2% | +56.7% | +38.7% |
| 5Y | +6.7% | -67.2% | +73.9% | +20.3% |
| 10Y | +2,973.5% | +5.0% | +2,968.5% | +1,883.5% |
| All | +2,973.5% | +4.3% | +2,969.1% | +1,883.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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