+36.0%
TSLA vs ADVB
-97.5%
+133.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +4.2% |
| 7D | -10.4% | -13.9% | +3.5% | -10.4% |
| 30D | -5.2% | -68.1% | +62.9% | -5.4% |
| 3M | +12.1% | -73.4% | +85.5% | +11.8% |
| 6M | -10.2% | -70.8% | +60.6% | -12.2% |
| YTD | -20.3% | -66.1% | +45.7% | -24.1% |
| 1Y | -19.7% | -77.5% | +57.8% | -20.5% |
| All | +36.0% | -97.5% | +133.5% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling