+2,664.3%
TSLA vs AMP
+589.3%
+2,075.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | +3.2% | -0.5% | +3.7% | +3.5% |
| 30D | +11.6% | -1.3% | +12.9% | +12.4% |
| 3M | -8.4% | +24.2% | -32.6% | -19.2% |
| 6M | -10.4% | +24.6% | -35.0% | -21.4% |
| YTD | -18.7% | +14.8% | -33.6% | -26.0% |
| 1Y | -0.9% | +12.8% | -13.7% | -9.1% |
| 3Y | +33.6% | +69.0% | -35.4% | +0.5% |
| 5Y | +48.9% | +124.9% | -76.0% | -2.0% |
| All | +2,664.3% | +589.3% | +2,075.0% | +1,214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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