+22,131.9%
TSLA vs AMGN
+1,094.8%
+21,037.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.4% | -5.3% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | +10.1% | +7.8% | +2.3% | +7.0% |
| 3M | -15.4% | +27.3% | -42.6% | -23.3% |
| 6M | -12.8% | +16.8% | -29.6% | -18.4% |
| YTD | -21.3% | +36.3% | -57.6% | -31.2% |
| 1Y | +4.6% | +60.4% | -55.8% | -14.7% |
| 3Y | +44.5% | +86.3% | -41.8% | +7.2% |
| 5Y | +44.8% | +125.7% | -80.9% | -3.5% |
| 10Y | +2,585.4% | +247.0% | +2,338.4% | +1,358.6% |
| All | +22,131.9% | +1,094.8% | +21,037.1% | +6,707.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling