+35.8%
ARM vs COP
+63.9%
-28.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -3.7% |
| 7D | +9.1% | +4.4% | +4.7% | +11.8% |
| 30D | -19.9% | 0.0% | -19.9% | -19.7% |
| 3M | -31.6% | +15.0% | -46.6% | -24.4% |
| 6M | -13.9% | +22.0% | -35.9% | +0.3% |
| YTD | +74.3% | +55.3% | +19.0% | +96.7% |
| 1Y | +35.8% | +64.1% | -28.3% | +52.0% |
| All | +35.8% | +63.9% | -28.1% | +52.0% |
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