-13.3%
TSLA vs ARM
+18.4%
-31.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +1.9% | -2.3% |
| 7D | -4.7% | -18.7% | +14.0% | -1.0% |
| 30D | +1.7% | -36.7% | +38.4% | +10.4% |
| 3M | +17.7% | -31.6% | +49.3% | +25.0% |
| 6M | -1.9% | -5.6% | +3.8% | -3.5% |
| YTD | -14.3% | +75.5% | -89.8% | -30.2% |
| 1Y | -13.3% | +19.3% | -32.6% | -1.5% |
| All | -13.3% | +18.4% | -31.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling