+48.1%
TSLA vs AMP
+118.7%
-70.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -3.4% | -2.0% | -1.4% | -1.7% |
| 30D | +9.2% | -1.7% | +10.9% | +10.7% |
| 3M | -4.7% | +23.2% | -27.9% | -20.2% |
| 6M | -8.9% | +22.2% | -31.1% | -24.0% |
| YTD | -19.2% | +14.0% | -33.1% | -29.5% |
| 1Y | +4.5% | +14.0% | -9.5% | -9.4% |
| 3Y | +46.3% | +67.0% | -20.7% | -8.4% |
| 5Y | +48.1% | +123.2% | -75.1% | -26.9% |
| All | +48.1% | +118.7% | -70.6% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling