+315.5%
ARM vs COF
+117.8%
+197.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.9% |
| 7D | +12.5% | -2.7% | +15.2% | +14.2% |
| 30D | -1.4% | -3.4% | +2.0% | +0.5% |
| 3M | -18.7% | +15.4% | -34.1% | -25.9% |
| 6M | +124.6% | +14.4% | +110.2% | +104.0% |
| YTD | +141.7% | -12.0% | +153.7% | +156.4% |
| 1Y | +87.7% | -3.7% | +91.4% | +86.0% |
| All | +315.5% | +117.8% | +197.7% | +174.8% |
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