+37.6%
TSLA vs ARM
+223.5%
-185.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +1.1% |
| 7D | -4.7% | -10.4% | +5.7% | -1.9% |
| 30D | -0.8% | -31.8% | +31.1% | +9.2% |
| 3M | +14.8% | -32.2% | +47.0% | +25.1% |
| 6M | -11.3% | -14.9% | +3.6% | -12.2% |
| YTD | -15.6% | +66.0% | -81.6% | -33.0% |
| 1Y | -14.7% | +17.2% | -31.9% | -25.1% |
| 3Y | +76.9% | +247.2% | -170.3% | +6.5% |
| All | +37.6% | +223.5% | -185.9% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling