+174.6%
ARM vs COP
+21.2%
+153.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.7% |
| 7D | -15.2% | -11.5% | -3.7% | -14.5% |
| 30D | -40.7% | +5.0% | -45.6% | -40.9% |
| 3M | -39.1% | +17.5% | -56.6% | -40.4% |
| 6M | -26.4% | +16.2% | -42.6% | -28.1% |
| YTD | +59.7% | +48.8% | +11.0% | +39.2% |
| 1Y | +10.3% | +64.1% | -53.8% | -8.1% |
| 3Y | +228.9% | +25.7% | +203.2% | +181.2% |
| All | +174.6% | +21.2% | +153.5% | +134.8% |
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