+3,125.8%
TSLA vs AME
+444.5%
+2,681.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.2% |
| 7D | +8.9% | +5.9% | +3.1% | +4.4% |
| 30D | +6.3% | -1.9% | +8.2% | +8.0% |
| 3M | +14.8% | -5.4% | +20.2% | +19.3% |
| 6M | -12.4% | +4.9% | -17.3% | -15.8% |
| YTD | -13.2% | +18.5% | -31.7% | -24.9% |
| 1Y | -2.9% | +25.5% | -28.4% | -19.8% |
| 3Y | +74.4% | +63.0% | +11.4% | +17.4% |
| 5Y | +13.3% | +78.3% | -65.0% | -28.8% |
| All | +3,125.8% | +444.5% | +2,681.4% | +1,063.2% |
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