+98.9%
TSLA vs AMIX
-99.9%
+198.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.4% | +0.4% |
| 7D | -4.7% | +11.4% | -16.1% | -4.8% |
| 30D | -0.8% | -40.5% | +39.8% | -0.3% |
| 3M | +14.8% | -80.1% | +94.9% | +16.5% |
| 6M | -11.3% | -74.8% | +63.5% | -12.0% |
| YTD | -15.6% | -84.0% | +68.4% | -15.3% |
| 1Y | -14.7% | -89.7% | +75.0% | -13.8% |
| All | +98.9% | -99.9% | +198.9% | +115.6% |
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