-19.5%
TSLA vs AMDL
+79.5%
-99.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +22.3% | -18.1% | +0.9% |
| 7D | -10.4% | -26.2% | +15.8% | -7.5% |
| 30D | -5.2% | -57.1% | +51.9% | +4.7% |
| 3M | +12.1% | -29.8% | +42.0% | +14.4% |
| 6M | -10.2% | -22.2% | +12.1% | -11.3% |
| YTD | -20.3% | +142.1% | -162.5% | -33.4% |
| All | -19.5% | +79.5% | -99.0% | -30.4% |
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