+10.3%
ARM vs COO
-9.4%
+19.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +4.6% |
| 7D | -15.2% | +4.7% | -19.9% | -14.7% |
| 30D | -40.7% | +13.9% | -54.6% | -40.1% |
| 3M | -39.1% | -14.9% | -24.1% | -38.9% |
| 6M | -26.4% | +2.0% | -28.4% | -28.7% |
| YTD | +59.7% | -23.9% | +83.7% | +74.4% |
| 1Y | +10.3% | -9.6% | +20.0% | +20.9% |
| All | +10.3% | -9.4% | +19.7% | +20.9% |
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