+2,737.0%
TSLA vs AME
+425.2%
+2,311.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | +3.0% | +1.3% | +1.7% | +2.0% |
| 30D | +11.2% | -6.6% | +17.7% | +16.5% |
| 3M | -7.3% | +3.0% | -10.2% | -9.7% |
| 6M | -7.7% | +5.3% | -13.0% | -12.2% |
| YTD | -18.2% | +15.4% | -33.6% | -27.7% |
| 1Y | +6.0% | +26.8% | -20.8% | -13.4% |
| 3Y | +48.0% | +56.5% | -8.5% | +3.4% |
| 5Y | +46.2% | +85.2% | -39.1% | -9.7% |
| 10Y | +2,737.0% | +428.5% | +2,308.5% | +1,053.2% |
| All | +2,737.0% | +425.2% | +2,311.8% | +1,053.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling