+2,650.1%
TSLA vs AMGN
+210.3%
+2,439.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.4% |
| 7D | -3.4% | -13.9% | +10.5% | +1.5% |
| 30D | +9.2% | -7.1% | +16.4% | +11.6% |
| 3M | -4.7% | +13.9% | -18.6% | -10.2% |
| 6M | -8.9% | +3.2% | -12.2% | -11.1% |
| YTD | -19.2% | +19.2% | -38.4% | -25.8% |
| 1Y | +4.5% | +41.1% | -36.6% | -10.6% |
| 3Y | +46.3% | +61.3% | -15.0% | +14.3% |
| 5Y | +48.1% | +109.1% | -60.9% | -0.3% |
| All | +2,650.1% | +210.3% | +2,439.8% | +1,579.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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