+3,125.8%
TSLA vs ADM
+133.7%
+2,992.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.8% |
| 7D | +8.9% | +4.2% | +4.7% | +7.3% |
| 30D | +6.3% | -12.8% | +19.1% | +11.5% |
| 3M | +14.8% | -8.5% | +23.3% | +17.7% |
| 6M | -12.4% | -10.9% | -1.5% | -9.5% |
| YTD | -13.2% | +29.4% | -42.6% | -23.5% |
| 1Y | -2.9% | +27.5% | -30.5% | -14.1% |
| 3Y | +74.4% | +10.3% | +64.1% | +57.7% |
| 5Y | +13.3% | +27.4% | -14.1% | -7.9% |
| All | +3,125.8% | +133.7% | +2,992.1% | +1,851.9% |
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