+6.1%
TSLA vs AMDL
+503.9%
-497.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.7% | -7.7% | +2.4% |
| 7D | +3.4% | +19.9% | -16.6% | +0.7% |
| 30D | +12.0% | +6.3% | +5.8% | +10.6% |
| 3M | -10.0% | -9.9% | -0.1% | -11.0% |
| 6M | -7.2% | +394.3% | -401.5% | -26.4% |
| YTD | -18.1% | +257.3% | -275.4% | -33.9% |
| All | +6.1% | +503.9% | -497.8% | -15.9% |
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