+2,698.1%
TSLA vs ARMK
+136.6%
+2,561.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.4% |
| 7D | +3.4% | +1.7% | +1.7% | +2.7% |
| 30D | +12.0% | +3.1% | +8.9% | +10.3% |
| 3M | -10.0% | +9.2% | -19.2% | -13.7% |
| 6M | -7.2% | +43.7% | -50.9% | -21.5% |
| YTD | -18.1% | +57.4% | -75.5% | -33.6% |
| 1Y | +6.3% | +51.9% | -45.6% | -12.8% |
| 3Y | +48.2% | +125.4% | -77.2% | +2.4% |
| 5Y | +46.5% | +149.1% | -102.6% | -2.8% |
| 10Y | +2,698.1% | +135.4% | +2,562.7% | +1,635.1% |
| All | +2,698.1% | +136.6% | +2,561.5% | +1,635.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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