-11.1%
TSLA vs AMDL
+168.6%
-179.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +14.3% | -11.4% | +0.7% |
| 7D | +1.5% | +18.5% | -17.0% | -2.6% |
| 30D | +3.4% | -24.2% | +27.6% | +4.5% |
| 3M | +17.4% | +11.5% | +6.0% | +11.3% |
| 6M | -12.2% | -1.0% | -11.2% | -17.3% |
| YTD | -13.1% | +260.3% | -273.3% | -31.8% |
| 1Y | -11.1% | +178.2% | -189.2% | -28.4% |
| All | -11.1% | +168.6% | -179.6% | -28.4% |
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