+6.7%
TSLA vs AME
+76.9%
-70.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -4.7% | -4.1% | -0.6% | -1.0% |
| 30D | -0.8% | -4.1% | +3.4% | +2.9% |
| 3M | +14.8% | -5.6% | +20.4% | +20.0% |
| 6M | -11.3% | +2.8% | -14.2% | -14.1% |
| YTD | -15.6% | +16.6% | -32.2% | -28.2% |
| 1Y | -14.7% | +21.1% | -35.8% | -30.1% |
| 3Y | +76.9% | +61.1% | +15.8% | +7.4% |
| 5Y | +6.7% | +76.6% | -69.9% | -48.2% |
| All | +6.7% | +76.9% | -70.2% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling