+18,664.5%
TSLA vs AMCR
+102.7%
+18,561.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.6% |
| 7D | +3.4% | -1.8% | +5.2% | +4.0% |
| 30D | +12.0% | -6.0% | +18.1% | +14.3% |
| 3M | -10.0% | +18.9% | -28.9% | -15.3% |
| 6M | -7.2% | +5.7% | -12.9% | -9.4% |
| YTD | -18.1% | +11.1% | -29.2% | -21.9% |
| 1Y | +6.3% | +14.4% | -8.2% | +0.2% |
| 3Y | +48.2% | +13.0% | +35.2% | +39.1% |
| 5Y | +46.5% | -7.5% | +54.1% | +46.8% |
| 10Y | +2,698.1% | +20.1% | +2,678.0% | +2,331.6% |
| All | +18,664.5% | +102.7% | +18,561.8% | +17,676.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling