+6.3%
TSLA vs ARMK
+50.1%
-43.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.8% |
| 7D | +3.4% | +1.7% | +1.7% | +3.2% |
| 30D | +12.0% | +3.1% | +8.9% | +11.6% |
| 3M | -10.0% | +9.2% | -19.2% | -11.1% |
| 6M | -7.2% | +43.7% | -50.9% | -13.5% |
| YTD | -18.1% | +57.4% | -75.5% | -24.1% |
| 1Y | +6.3% | +51.9% | -45.6% | +1.8% |
| All | +6.3% | +50.1% | -43.8% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling