+37.0%
TSLA vs ARM
+232.1%
-195.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.7% | -1.2% | +3.8% |
| 7D | -6.4% | -5.3% | -1.1% | -5.0% |
| 30D | -1.2% | -30.0% | +28.8% | +8.0% |
| 3M | +15.1% | -34.1% | +49.1% | +26.3% |
| 6M | -11.7% | -12.6% | +0.9% | -13.2% |
| YTD | -15.9% | +70.4% | -86.4% | -33.7% |
| 1Y | -12.0% | +22.3% | -34.2% | -23.5% |
| 3Y | +80.0% | +261.2% | -181.1% | +6.9% |
| All | +37.0% | +232.1% | -195.1% | -12.3% |
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