+48.1%
TSLA vs AMCR
-9.6%
+57.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -3.4% | -5.0% | +1.5% | -1.2% |
| 30D | +9.2% | -8.0% | +17.2% | +13.3% |
| 3M | -4.7% | +14.3% | -19.0% | -11.1% |
| 6M | -8.9% | +5.3% | -14.3% | -12.0% |
| YTD | -19.2% | +7.7% | -26.9% | -23.8% |
| 1Y | +4.5% | +10.8% | -6.3% | -3.3% |
| 3Y | +46.3% | +9.6% | +36.7% | +31.3% |
| 5Y | +48.1% | -10.2% | +58.3% | +52.6% |
| All | +48.1% | -9.6% | +57.7% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling