+20.3%
ARM vs COR
-2.4%
+22.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.7% | +3.0% | +8.6% |
| 7D | -5.3% | +2.3% | -7.7% | -4.2% |
| 30D | -30.0% | +6.8% | -36.8% | -27.2% |
| 3M | -34.1% | +8.1% | -42.2% | -30.8% |
| 6M | -12.6% | +33.0% | -45.6% | +3.1% |
| YTD | +70.4% | +3.0% | +67.5% | +94.2% |
| All | +20.3% | -2.4% | +22.7% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling