+2,737.0%
TSLA vs ADM
+171.4%
+2,565.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.0% |
| 7D | +3.0% | +1.4% | +1.7% | +2.5% |
| 30D | +11.2% | +8.2% | +2.9% | +7.7% |
| 3M | -7.3% | +8.7% | -16.0% | -10.6% |
| 6M | -7.7% | +29.1% | -36.8% | -17.1% |
| YTD | -18.2% | +53.7% | -71.9% | -31.6% |
| 1Y | +6.0% | +43.2% | -37.2% | -9.6% |
| 3Y | +48.0% | +21.4% | +26.6% | +31.0% |
| 5Y | +46.2% | +67.1% | -20.9% | +7.7% |
| 10Y | +2,737.0% | +176.6% | +2,560.4% | +1,468.1% |
| All | +2,737.0% | +171.4% | +2,565.6% | +1,468.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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