+2,418.2%
TSLA vs ARES
+1,196.0%
+1,222.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.4% |
| 7D | +1.5% | -1.7% | +3.2% | +2.5% |
| 30D | +10.1% | +0.3% | +9.8% | +10.0% |
| 3M | -15.4% | +8.5% | -23.9% | -19.2% |
| 6M | -12.8% | +23.5% | -36.2% | -22.8% |
| YTD | -21.3% | -11.2% | -10.0% | -18.9% |
| 1Y | +4.6% | -19.3% | +23.9% | +12.1% |
| 3Y | +44.5% | +48.7% | -4.1% | +15.1% |
| 5Y | +44.8% | +106.5% | -61.7% | -1.4% |
| 10Y | +2,585.4% | +1,055.3% | +1,530.1% | +1,009.9% |
| All | +2,418.2% | +1,196.0% | +1,222.3% | +890.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling