+70.6%
TSLA vs ADM
+6.8%
+63.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | -10.4% | -9.0% | -1.4% | -8.9% |
| 30D | -5.2% | -14.0% | +8.8% | -2.7% |
| 3M | +12.1% | -9.2% | +21.3% | +13.5% |
| 6M | -10.2% | -9.2% | -1.0% | -9.2% |
| YTD | -20.3% | +24.2% | -44.6% | -25.7% |
| 1Y | -19.7% | +27.0% | -46.6% | -25.7% |
| All | +70.6% | +6.8% | +63.8% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling