-13.3%
TSLA vs AMCR
+32.3%
-45.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.6% | -4.0% |
| 7D | -4.7% | +6.2% | -10.9% | -5.9% |
| 30D | +1.7% | +16.0% | -14.3% | -1.6% |
| 3M | +17.7% | +4.4% | +13.3% | +16.6% |
| 6M | -1.9% | +35.5% | -37.4% | -8.6% |
| YTD | -14.3% | +21.5% | -35.9% | -17.2% |
| 1Y | -13.3% | +30.7% | -44.0% | -13.1% |
| All | -13.3% | +32.3% | -45.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling