-13.3%
TSLA vs ADVB
-76.7%
+63.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -3.5% |
| 7D | -4.7% | -29.5% | +24.8% | -5.8% |
| 30D | +1.7% | -66.9% | +68.6% | -2.1% |
| 3M | +17.7% | -73.7% | +91.4% | +12.6% |
| 6M | -1.9% | -64.8% | +62.9% | -4.9% |
| YTD | -14.3% | -64.0% | +49.7% | -16.0% |
| 1Y | -13.3% | -77.0% | +63.7% | -8.0% |
| All | -13.3% | -76.7% | +63.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling