+185.4%
ARM vs COO
-26.7%
+212.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -10.4% | +4.5% | -14.9% | -11.4% |
| 30D | -31.8% | +16.9% | -48.8% | -34.8% |
| 3M | -32.2% | -16.7% | -15.5% | -28.7% |
| 6M | -14.9% | +5.9% | -20.9% | -19.2% |
| YTD | +66.0% | -22.4% | +88.5% | +80.1% |
| 1Y | +17.2% | -10.1% | +27.3% | +19.4% |
| 3Y | +247.2% | -22.8% | +270.0% | +248.9% |
| All | +185.4% | -26.7% | +212.1% | +207.3% |
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