+193.0%
ARM vs COP
+19.6%
+173.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.3% | +8.0% | +6.8% |
| 7D | -5.3% | -8.4% | +3.1% | -4.8% |
| 30D | -30.0% | +0.3% | -30.3% | -30.1% |
| 3M | -34.1% | +15.1% | -49.2% | -35.4% |
| 6M | -12.6% | +19.8% | -32.4% | -15.7% |
| YTD | +70.4% | +46.8% | +23.6% | +48.6% |
| 1Y | +22.3% | +59.7% | -37.5% | +2.5% |
| 3Y | +261.2% | +28.7% | +232.5% | +208.7% |
| All | +193.0% | +19.6% | +173.4% | +150.7% |
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