+63.4%
TSLA vs ARM
+223.5%
-160.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +3.0% |
| 7D | -10.4% | -15.2% | +4.8% | -6.5% |
| 30D | -5.2% | -40.7% | +35.5% | +7.7% |
| 3M | +12.1% | -39.1% | +51.2% | +25.2% |
| 6M | -10.2% | -26.4% | +16.3% | -7.7% |
| YTD | -20.3% | +59.7% | -80.1% | -35.7% |
| 1Y | -19.7% | +10.3% | -30.0% | -27.9% |
| 3Y | +63.4% | +228.9% | -165.5% | +12.8% |
| All | +63.4% | +223.5% | -160.1% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling