+3,009.1%
TSLA vs AME
+437.3%
+2,571.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.5% |
| 7D | +1.5% | +1.1% | +0.4% | +1.0% |
| 30D | +3.4% | -4.1% | +7.5% | +6.8% |
| 3M | +17.4% | -6.3% | +23.8% | +23.0% |
| 6M | -12.2% | +3.5% | -15.7% | -14.8% |
| YTD | -13.1% | +17.3% | -30.4% | -24.2% |
| 1Y | -11.1% | +22.0% | -33.1% | -24.9% |
| 3Y | +82.1% | +62.0% | +20.1% | +23.2% |
| 5Y | +10.3% | +78.5% | -68.2% | -30.7% |
| 10Y | +3,009.1% | +441.6% | +2,567.5% | +1,046.0% |
| All | +3,009.1% | +437.3% | +2,571.8% | +1,046.0% |
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