+296.4%
ARM vs COO
-19.8%
+316.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.4% |
| 7D | +5.5% | -2.2% | +7.7% | +6.2% |
| 30D | -8.2% | -7.0% | -1.2% | -6.3% |
| 3M | -35.9% | +12.2% | -48.1% | -39.7% |
| 6M | +103.1% | -15.1% | +118.2% | +115.4% |
| YTD | +130.6% | -15.1% | +145.7% | +144.5% |
| 1Y | +86.1% | +2.3% | +83.7% | +81.7% |
| All | +296.4% | -19.8% | +316.2% | +317.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling