+3,745.4%
TSLA vs ARMK
+334.6%
+3,410.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +3.7% |
| 7D | -6.4% | +0.9% | -7.3% | -6.6% |
| 30D | -1.2% | -0.4% | -0.9% | -0.9% |
| 3M | +15.1% | -2.0% | +17.0% | +15.9% |
| 6M | -11.7% | +22.0% | -33.7% | -19.7% |
| YTD | -15.9% | +49.6% | -65.5% | -30.3% |
| 1Y | -12.0% | +46.4% | -58.3% | -26.5% |
| 3Y | +80.0% | +103.2% | -23.2% | +29.9% |
| 5Y | +10.8% | +108.1% | -97.3% | -21.3% |
| 10Y | +2,883.7% | +129.4% | +2,754.2% | +1,702.4% |
| All | +3,745.4% | +334.6% | +3,410.7% | +1,844.8% |
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 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