+2,681.1%
TSLA vs AMC
-98.7%
+2,779.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.1% |
| 7D | -10.4% | +2.6% | -13.0% | -10.5% |
| 30D | -5.2% | +9.0% | -14.2% | -5.6% |
| 3M | +12.1% | +22.2% | -10.1% | +10.7% |
| 6M | -10.2% | +91.5% | -101.6% | -14.3% |
| YTD | -20.3% | +101.3% | -121.6% | -24.5% |
| 1Y | -19.7% | +20.8% | -40.4% | -21.9% |
| 3Y | +63.4% | -71.3% | +134.7% | +66.1% |
| 5Y | -12.1% | -99.2% | +87.2% | -1.3% |
| All | +2,681.1% | -98.7% | +2,779.8% | +2,556.8% |
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