+199.6%
ARM vs COO
-27.8%
+227.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.8% |
| 7D | +9.1% | +0.5% | +8.6% | +9.0% |
| 30D | -19.9% | +14.2% | -34.1% | -22.9% |
| 3M | -31.6% | -18.2% | -13.4% | -27.8% |
| 6M | -13.9% | +5.3% | -19.2% | -18.3% |
| YTD | +74.3% | -23.6% | +97.9% | +89.7% |
| 1Y | +35.8% | -12.7% | +48.5% | +39.6% |
| 3Y | +268.6% | -24.2% | +292.8% | +272.7% |
| All | +199.6% | -27.8% | +227.4% | +223.6% |
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