+124.5%
TSLA vs AMDL
+102.5%
+22.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -17.6% | +15.7% | +1.7% |
| 7D | +8.9% | +37.2% | -28.3% | +1.0% |
| 30D | +6.3% | -24.0% | +30.3% | +7.8% |
| 3M | +14.8% | -1.0% | +15.8% | +8.3% |
| 6M | -12.4% | -3.2% | -9.2% | -20.9% |
| YTD | -13.2% | +232.2% | -245.4% | -45.6% |
| 1Y | -2.9% | +137.7% | -140.7% | -34.6% |
| All | +124.5% | +102.5% | +22.0% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling