-11.1%
TSLA vs AME
+22.0%
-33.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | +1.5% | +1.1% | +0.4% | +1.0% |
| 30D | +3.4% | -4.1% | +7.5% | +5.2% |
| 3M | +17.4% | -6.3% | +23.8% | +20.8% |
| 6M | -12.2% | +3.5% | -15.7% | -14.1% |
| YTD | -13.1% | +17.3% | -30.4% | -21.0% |
| 1Y | -11.1% | +22.0% | -33.1% | -21.2% |
| All | -11.1% | +22.0% | -33.1% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling