+40.9%
TSLA vs ADM
+64.7%
-23.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.0% |
| 7D | +1.5% | +3.8% | -2.2% | +0.5% |
| 30D | +10.1% | +9.8% | +0.4% | +7.3% |
| 3M | -15.4% | +2.1% | -17.5% | -16.0% |
| 6M | -12.8% | +27.5% | -40.3% | -18.9% |
| YTD | -21.3% | +50.2% | -71.5% | -30.3% |
| 1Y | +4.6% | +40.6% | -36.0% | -6.0% |
| 3Y | +44.5% | +17.2% | +27.3% | +33.1% |
| All | +40.9% | +64.7% | -23.7% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling