-0.9%
TSLA vs AMP
+14.8%
-15.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +11.6% | -1.3% | +12.9% | +11.9% |
| 3M | -8.4% | +24.2% | -32.6% | -12.8% |
| 6M | -10.4% | +24.6% | -35.0% | -14.9% |
| YTD | -18.7% | +14.8% | -33.6% | -22.4% |
| 1Y | -0.9% | +12.8% | -13.7% | -9.0% |
| All | -0.9% | +14.8% | -15.7% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling