+21.2%
ARM vs COO
-10.8%
+32.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | -10.4% | +4.5% | -14.9% | -9.9% |
| 30D | -31.8% | +16.9% | -48.8% | -31.2% |
| 3M | -32.2% | -16.7% | -15.5% | -31.9% |
| 6M | -14.9% | +5.9% | -20.9% | -18.6% |
| YTD | +66.0% | -22.4% | +88.5% | +83.2% |
| All | +21.2% | -10.8% | +32.0% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling