+5.6%
TSLA vs AMRZ
-17.3%
+22.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.2% | +4.9% |
| 7D | +3.4% | -2.0% | +5.4% | +3.8% |
| 30D | +12.0% | -9.8% | +21.9% | +14.6% |
| 3M | -10.0% | -17.2% | +7.2% | -6.8% |
| 6M | -7.2% | -26.9% | +19.7% | -1.6% |
| YTD | -18.1% | -21.5% | +3.3% | -15.0% |
| 1Y | +6.3% | -22.9% | +29.2% | +9.3% |
| All | +5.6% | -17.3% | +22.9% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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