-13.3%
TSLA vs AMDL
+108.7%
-121.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.6% |
| 7D | -4.7% | -30.7% | +26.0% | -0.2% |
| 30D | +1.7% | -43.8% | +45.5% | +9.1% |
| 3M | +17.7% | -24.5% | +42.2% | +19.6% |
| 6M | -1.9% | +44.7% | -46.6% | -10.1% |
| YTD | -14.3% | +204.0% | -218.3% | -31.7% |
| 1Y | -13.3% | +109.1% | -122.4% | -26.6% |
| All | -13.3% | +108.7% | -121.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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