+87.6%
TSLA vs AMIX
-100.0%
+187.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -10.4% | -16.0% | +5.6% | -10.2% |
| 30D | -5.2% | -55.4% | +50.2% | -4.4% |
| 3M | +12.1% | -87.5% | +99.6% | +14.3% |
| 6M | -10.2% | -81.2% | +71.0% | -10.4% |
| YTD | -20.3% | -86.8% | +66.5% | -19.9% |
| 1Y | -19.7% | -91.6% | +71.9% | -18.7% |
| All | +87.6% | -100.0% | +187.6% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling