+162.2%
ARM vs COO
-26.8%
+188.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.4% | -11.7% | -12.7% |
| 7D | -27.1% | +5.3% | -32.4% | -28.1% |
| 30D | -44.9% | +12.5% | -57.4% | -46.7% |
| 3M | -39.3% | -15.1% | -24.1% | -36.6% |
| 6M | -20.2% | +3.7% | -23.9% | -23.5% |
| YTD | +52.5% | -22.5% | +75.0% | +65.5% |
| 1Y | +4.1% | -7.8% | +11.9% | +4.8% |
| 3Y | +211.7% | -24.1% | +235.8% | +217.3% |
| All | +162.2% | -26.8% | +188.9% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling