+214.2%
ARM vs COP
+24.5%
+189.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +19.8% | +3.4% | +16.4% | +19.5% |
| 30D | -21.8% | -0.6% | -21.2% | -21.8% |
| 3M | -26.5% | +10.8% | -37.3% | -27.4% |
| 6M | -3.9% | +19.6% | -23.5% | -6.5% |
| YTD | +82.8% | +52.9% | +29.8% | +58.9% |
| 1Y | +34.3% | +62.2% | -27.9% | +13.6% |
| 3Y | +282.2% | +32.4% | +249.9% | +226.0% |
| All | +214.2% | +24.5% | +189.6% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling