+5.0%
TSLA vs ADM
+26.2%
-21.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | -10.4% | -9.0% | -1.4% | -8.4% |
| 30D | -5.2% | -14.0% | +8.8% | -1.9% |
| 3M | +12.1% | -9.2% | +21.3% | +14.0% |
| 6M | -10.2% | -9.2% | -1.0% | -8.8% |
| YTD | -20.3% | +24.2% | -44.6% | -26.4% |
| 1Y | -19.7% | +27.0% | -46.6% | -26.5% |
| 3Y | +63.4% | +6.6% | +56.8% | +51.9% |
| All | +5.0% | +26.2% | -21.2% | -0.9% |
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 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