+228.9%
ARM vs COPX
+120.4%
+108.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.3% | +3.6% |
| 7D | -15.2% | -1.0% | -14.2% | -14.5% |
| 30D | -40.7% | -14.8% | -25.9% | -32.9% |
| 3M | -39.1% | -17.2% | -21.9% | -29.8% |
| 6M | -26.4% | -14.5% | -12.0% | -16.2% |
| YTD | +59.7% | -0.4% | +60.2% | +58.0% |
| 1Y | +10.3% | +21.9% | -11.5% | -6.7% |
| 3Y | +228.9% | +123.7% | +105.1% | +64.1% |
| All | +228.9% | +120.4% | +108.4% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling