+3,009.1%
TSLA vs AMT
+134.0%
+2,875.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.5% | -2.4% | +3.8% | +2.1% |
| 30D | +3.4% | +4.2% | -0.8% | +1.8% |
| 3M | +17.4% | +13.4% | +4.0% | +12.6% |
| 6M | -12.2% | +9.4% | -21.6% | -15.6% |
| YTD | -13.1% | +11.7% | -24.8% | -17.7% |
| 1Y | -11.1% | +7.1% | -18.2% | -14.7% |
| 3Y | +82.1% | +15.1% | +67.0% | +59.2% |
| 5Y | +10.3% | -17.9% | +28.1% | +11.3% |
| 10Y | +3,009.1% | +133.5% | +2,875.6% | +2,127.2% |
| All | +3,009.1% | +134.0% | +2,875.2% | +2,127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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