+3,501.5%
TSLA vs ARMK
+350.8%
+3,150.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.5% |
| 7D | +1.5% | -2.4% | +3.9% | +2.5% |
| 30D | +10.1% | 0.0% | +10.1% | +9.8% |
| 3M | -15.4% | +6.7% | -22.0% | -18.1% |
| 6M | -12.8% | +38.8% | -51.6% | -25.2% |
| YTD | -21.3% | +55.2% | -76.4% | -35.8% |
| 1Y | +4.6% | +46.6% | -42.0% | -13.0% |
| 3Y | +44.5% | +112.9% | -68.4% | +2.0% |
| 5Y | +44.8% | +144.0% | -99.2% | -3.4% |
| 10Y | +2,585.4% | +132.4% | +2,453.0% | +1,512.3% |
| All | +3,501.5% | +350.8% | +3,150.7% | +1,691.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling