+185.4%
ARM vs COR
+101.6%
+83.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -2.2% |
| 7D | -10.4% | +2.4% | -12.8% | -9.4% |
| 30D | -31.8% | +7.7% | -39.5% | -29.2% |
| 3M | -32.2% | +7.5% | -39.7% | -29.6% |
| 6M | -14.9% | +34.1% | -49.0% | -0.8% |
| YTD | +66.0% | +3.9% | +62.2% | +80.8% |
| 1Y | +17.2% | -3.6% | +20.9% | +24.2% |
| 3Y | +247.2% | +80.5% | +166.7% | +409.1% |
| All | +185.4% | +101.6% | +83.8% | +307.8% |
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