+185.4%
ARM vs COP
+20.5%
+164.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.6% |
| 7D | -10.4% | -6.1% | -4.3% | -10.0% |
| 30D | -31.8% | +1.1% | -33.0% | -31.9% |
| 3M | -32.2% | +10.9% | -43.2% | -33.2% |
| 6M | -14.9% | +20.8% | -35.7% | -17.9% |
| YTD | +66.0% | +48.0% | +18.0% | +44.7% |
| 1Y | +17.2% | +58.5% | -41.3% | -1.1% |
| 3Y | +247.2% | +28.1% | +219.1% | +196.8% |
| All | +185.4% | +20.5% | +164.9% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling