+76.9%
TSLA vs AME
+63.2%
+13.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -4.7% | -4.1% | -0.6% | -1.6% |
| 30D | -0.8% | -4.1% | +3.4% | +2.4% |
| 3M | +14.8% | -5.6% | +20.4% | +19.3% |
| 6M | -11.3% | +2.8% | -14.2% | -13.7% |
| YTD | -15.6% | +16.6% | -32.2% | -26.8% |
| 1Y | -14.7% | +21.1% | -35.8% | -28.4% |
| 3Y | +76.9% | +61.1% | +15.8% | +28.2% |
| All | +76.9% | +63.2% | +13.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling