+34.4%
TSLA vs ADVB
-88.3%
+122.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.9% |
| 7D | +1.5% | -3.8% | +5.3% | +1.5% |
| 30D | +10.1% | +17.6% | -7.5% | +10.1% |
| 3M | -15.4% | +119.1% | -134.5% | -18.8% |
| 6M | -12.8% | +103.4% | -116.2% | -18.4% |
| YTD | -21.3% | +59.8% | -81.1% | -24.8% |
| 1Y | +4.6% | +8.5% | -4.0% | +0.6% |
| All | +34.4% | -88.3% | +122.7% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling