+214.2%
ARM vs COR
+102.0%
+112.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | +19.8% | +2.9% | +17.0% | +21.3% |
| 30D | -21.8% | +5.8% | -27.6% | -19.5% |
| 3M | -26.5% | +11.4% | -37.9% | -22.3% |
| 6M | -3.9% | +34.5% | -38.4% | +12.1% |
| YTD | +82.8% | +4.1% | +78.7% | +99.2% |
| 1Y | +34.3% | -3.1% | +37.4% | +42.6% |
| 3Y | +282.2% | +80.9% | +201.3% | +460.8% |
| All | +214.2% | +102.0% | +112.2% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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