+22,131.9%
TSLA vs AME
+1,347.1%
+20,784.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -7.0% |
| 7D | +1.5% | +0.6% | +0.9% | +1.0% |
| 30D | +10.1% | -6.7% | +16.8% | +15.5% |
| 3M | -15.4% | +4.1% | -19.5% | -18.2% |
| 6M | -12.8% | +1.6% | -14.4% | -14.7% |
| YTD | -21.3% | +16.1% | -37.4% | -30.6% |
| 1Y | +4.6% | +27.3% | -22.7% | -14.5% |
| 3Y | +44.5% | +50.9% | -6.3% | +4.4% |
| 5Y | +44.8% | +81.4% | -36.6% | -8.3% |
| 10Y | +2,585.4% | +417.0% | +2,168.4% | +683.8% |
| All | +22,131.9% | +1,347.1% | +20,784.8% | +3,121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling