+199.6%
ARM vs COF
+101.5%
+98.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -5.1% |
| 7D | +9.1% | -3.4% | +12.5% | +11.4% |
| 30D | -19.9% | +0.4% | -20.3% | -20.1% |
| 3M | -31.6% | -12.5% | -19.1% | -25.9% |
| 6M | -13.9% | +8.3% | -22.2% | -18.8% |
| YTD | +74.3% | -18.6% | +92.9% | +94.1% |
| 1Y | +35.8% | -8.6% | +44.4% | +39.2% |
| 3Y | +268.6% | +94.7% | +173.9% | +139.5% |
| All | +199.6% | +101.5% | +98.1% | +108.0% |
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