+185.4%
ARM vs COF
+102.3%
+83.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.7% |
| 7D | -10.4% | -6.2% | -4.2% | -6.7% |
| 30D | -31.8% | -1.7% | -30.1% | -31.1% |
| 3M | -32.2% | -10.2% | -22.0% | -27.7% |
| 6M | -14.9% | +4.2% | -19.1% | -17.9% |
| YTD | +66.0% | -18.2% | +84.3% | +84.4% |
| 1Y | +17.2% | -9.7% | +27.0% | +21.3% |
| 3Y | +247.2% | +95.0% | +152.2% | +125.2% |
| All | +185.4% | +102.3% | +83.1% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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