+214.2%
ARM vs COPX
+99.7%
+114.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | +0.8% |
| 7D | +19.8% | +1.1% | +18.7% | +19.0% |
| 30D | -21.8% | -15.9% | -5.9% | -10.3% |
| 3M | -26.5% | -19.6% | -6.9% | -13.1% |
| 6M | -3.9% | -21.5% | +17.6% | +16.4% |
| YTD | +82.8% | -0.8% | +83.5% | +81.1% |
| 1Y | +34.3% | +15.2% | +19.1% | +18.2% |
| 3Y | +282.2% | +134.7% | +147.5% | +73.3% |
| All | +214.2% | +99.7% | +114.5% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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