+104.4%
TSLA vs AMIX
-100.0%
+204.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | +8.9% | -9.9% | +18.8% | +9.0% |
| 30D | +6.3% | -52.8% | +59.0% | +7.0% |
| 3M | +14.8% | -80.0% | +94.8% | +16.5% |
| 6M | -12.4% | -80.2% | +67.9% | -12.9% |
| YTD | -13.2% | -88.1% | +74.9% | -12.7% |
| 1Y | -2.9% | -91.1% | +88.1% | -2.1% |
| All | +104.4% | -100.0% | +204.3% | +122.1% |
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