+2,737.0%
TSLA vs ARES
+1,006.5%
+1,730.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.6% |
| 7D | +3.0% | -2.7% | +5.7% | +4.6% |
| 30D | +11.2% | -2.4% | +13.6% | +12.6% |
| 3M | -7.3% | +3.9% | -11.2% | -9.9% |
| 6M | -7.7% | +26.4% | -34.1% | -20.5% |
| YTD | -18.2% | -14.9% | -3.3% | -13.7% |
| 1Y | +6.0% | -20.4% | +26.4% | +15.0% |
| 3Y | +48.0% | +38.8% | +9.2% | +17.8% |
| 5Y | +46.2% | +97.0% | -50.8% | -4.4% |
| 10Y | +2,737.0% | +999.8% | +1,737.2% | +968.8% |
| All | +2,737.0% | +1,006.5% | +1,730.6% | +968.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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