+5.5%
TSLA vs AMRZ
-19.2%
+24.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | +3.0% | -4.7% | +7.7% | +4.1% |
| 30D | +11.2% | -11.3% | +22.4% | +14.1% |
| 3M | -7.3% | -22.1% | +14.8% | -2.7% |
| 6M | -7.7% | -29.6% | +21.9% | -1.4% |
| YTD | -18.2% | -23.3% | +5.1% | -14.7% |
| 1Y | +6.0% | -23.7% | +29.7% | +9.4% |
| All | +5.5% | -19.2% | +24.7% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling