+40.8%
TSLA vs ARMK
+120.0%
-79.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.5% |
| 7D | +1.5% | -2.4% | +3.9% | +2.6% |
| 30D | +10.1% | 0.0% | +10.1% | +9.8% |
| 3M | -15.4% | +6.7% | -22.0% | -18.5% |
| 6M | -12.8% | +38.8% | -51.6% | -27.8% |
| YTD | -21.3% | +55.2% | -76.4% | -39.1% |
| 1Y | +4.6% | +46.6% | -42.0% | -16.8% |
| All | +40.8% | +120.0% | -79.2% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling