+2,883.7%
TSLA vs AMC
-98.6%
+2,982.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.3% | -2.7% | +5.1% |
| 7D | -6.4% | +6.6% | -13.0% | -6.7% |
| 30D | -1.2% | +14.1% | -15.3% | -1.9% |
| 3M | +15.1% | +31.3% | -16.2% | +13.2% |
| 6M | -11.7% | +126.7% | -138.4% | -16.6% |
| YTD | -15.9% | +117.9% | -133.9% | -20.7% |
| 1Y | -12.0% | +41.1% | -53.1% | -15.1% |
| 3Y | +80.0% | -61.0% | +141.0% | +80.3% |
| 5Y | +10.8% | -99.1% | +110.0% | +23.7% |
| 10Y | +2,883.7% | -98.7% | +2,982.3% | +2,827.1% |
| All | +2,883.7% | -98.6% | +2,982.3% | +2,827.1% |
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