+86.1%
ARM vs COP
+46.5%
+39.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +3.5% |
| 7D | +5.5% | +3.0% | +2.5% | +6.8% |
| 30D | -8.2% | +17.5% | -25.7% | -2.0% |
| 3M | -35.9% | +13.4% | -49.3% | -31.1% |
| 6M | +103.1% | +17.7% | +85.4% | +113.5% |
| YTD | +130.6% | +46.6% | +84.0% | +128.8% |
| 1Y | +86.1% | +44.6% | +41.5% | +87.6% |
| All | +86.1% | +46.5% | +39.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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