+98.0%
TSLA vs AMIX
-99.9%
+198.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.8% | -6.3% | +5.4% |
| 7D | -6.4% | +1.2% | -7.6% | -6.4% |
| 30D | -1.2% | -45.3% | +44.1% | -0.6% |
| 3M | +15.1% | -83.1% | +98.1% | +17.0% |
| 6M | -11.7% | -76.9% | +65.1% | -12.3% |
| YTD | -15.9% | -85.3% | +69.3% | -15.6% |
| 1Y | -12.0% | -89.8% | +77.8% | -11.2% |
| All | +98.0% | -99.9% | +198.0% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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