+88.0%
ARM vs COF
-2.2%
+90.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.7% |
| 7D | +11.4% | +1.2% | +10.1% | +10.7% |
| 30D | -7.4% | -1.4% | -6.0% | -7.0% |
| 3M | -24.5% | +19.0% | -43.5% | -29.9% |
| 6M | +128.7% | +14.9% | +113.8% | +112.6% |
| YTD | +139.3% | -10.7% | +149.9% | +137.2% |
| 1Y | +88.0% | -1.3% | +89.2% | +77.7% |
| All | +88.0% | -2.2% | +90.1% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling