-15.1%
TSLA vs AMDL
+127.5%
-142.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +26.8% | -21.2% | +1.5% |
| 7D | -6.4% | +10.3% | -16.6% | -9.0% |
| 30D | -1.2% | -38.3% | +37.1% | +3.1% |
| 3M | +15.1% | -8.7% | +23.8% | +12.4% |
| 6M | -11.7% | -14.4% | +2.6% | -14.9% |
| YTD | -15.9% | +206.9% | -222.9% | -32.4% |
| All | -15.1% | +127.5% | -142.6% | -29.4% |
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