+44.2%
TSLA vs ADVB
-97.4%
+141.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | +0.5% |
| 7D | -4.7% | -4.1% | -0.6% | -4.7% |
| 30D | -0.8% | -60.3% | +59.5% | -0.9% |
| 3M | +14.8% | -73.3% | +88.1% | +14.4% |
| 6M | -11.3% | -65.9% | +54.6% | -13.7% |
| YTD | -15.6% | -63.9% | +48.3% | -19.6% |
| 1Y | -14.7% | -74.1% | +59.4% | -16.2% |
| All | +44.2% | -97.4% | +141.5% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling