+41.1%
TSLA vs ADP
+49.8%
-8.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -4.7% |
| 7D | +1.5% | -3.4% | +5.0% | +3.7% |
| 30D | +10.1% | +2.8% | +7.3% | +8.4% |
| 3M | -15.4% | +20.9% | -36.3% | -25.5% |
| 6M | -12.8% | +29.9% | -42.7% | -28.1% |
| YTD | -21.3% | +9.6% | -30.9% | -26.1% |
| 1Y | +4.6% | -5.3% | +9.9% | +9.9% |
| 3Y | +44.5% | +16.5% | +28.0% | +28.2% |
| All | +41.1% | +49.8% | -8.7% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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