+2,973.5%
TSLA vs AMC
-98.7%
+3,072.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | -4.7% | +5.5% | -10.2% | -5.0% |
| 30D | -0.8% | +16.1% | -16.9% | -1.5% |
| 3M | +14.8% | +43.0% | -28.2% | +12.5% |
| 6M | -11.3% | +130.7% | -142.0% | -16.3% |
| YTD | -15.6% | +121.8% | -137.3% | -20.4% |
| 1Y | -14.7% | +40.7% | -55.4% | -17.7% |
| 3Y | +76.9% | -56.8% | +133.7% | +76.4% |
| 5Y | +6.7% | -99.1% | +105.8% | +18.9% |
| 10Y | +2,973.5% | -98.7% | +3,072.1% | +2,916.2% |
| All | +2,973.5% | -98.7% | +3,072.2% | +2,916.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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