+174.6%
ARM vs COO
-28.1%
+202.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.2% |
| 7D | -15.2% | +4.7% | -19.9% | -16.3% |
| 30D | -40.7% | +13.9% | -54.6% | -42.9% |
| 3M | -39.1% | -14.9% | -24.1% | -36.5% |
| 6M | -26.4% | +2.0% | -28.4% | -29.3% |
| YTD | +59.7% | -23.9% | +83.7% | +74.1% |
| 1Y | +10.3% | -9.6% | +20.0% | +11.7% |
| 3Y | +228.9% | -25.4% | +254.3% | +236.1% |
| All | +174.6% | -28.1% | +202.7% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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