+4.6%
TSLA vs AMCR
+13.1%
-8.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.9% |
| 7D | +1.5% | -1.9% | +3.4% | +1.9% |
| 30D | +10.1% | -4.1% | +14.2% | +11.2% |
| 3M | -15.4% | +21.7% | -37.1% | -19.6% |
| 6M | -12.8% | +1.5% | -14.3% | -16.4% |
| YTD | -21.3% | +13.1% | -34.4% | -24.0% |
| 1Y | +4.6% | +13.0% | -8.4% | +2.0% |
| All | +4.6% | +13.1% | -8.5% | +2.0% |
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