+2,650.1%
TSLA vs ADBE
+150.9%
+2,499.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | +0.2% |
| 7D | -3.4% | -12.9% | +9.5% | +4.7% |
| 30D | +9.2% | -5.6% | +14.9% | +12.8% |
| 3M | -4.7% | +6.6% | -11.3% | -10.8% |
| 6M | -8.9% | -9.6% | +0.6% | -7.9% |
| YTD | -19.2% | -28.9% | +9.7% | -5.4% |
| 1Y | +4.5% | -28.9% | +33.5% | +21.1% |
| 3Y | +46.3% | -55.6% | +101.9% | +115.8% |
| 5Y | +48.1% | -62.2% | +110.4% | +138.4% |
| All | +2,650.1% | +150.9% | +2,499.2% | +1,591.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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