+228.9%
ARM vs COR
+74.4%
+154.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +3.8% |
| 7D | -15.2% | +0.8% | -16.0% | -14.7% |
| 30D | -40.7% | +5.1% | -45.8% | -38.9% |
| 3M | -39.1% | +2.8% | -41.9% | -37.9% |
| 6M | -26.4% | +32.5% | -59.0% | -14.3% |
| YTD | +59.7% | -0.7% | +60.4% | +70.8% |
| 1Y | +10.3% | -6.7% | +17.0% | +15.1% |
| 3Y | +228.9% | +73.7% | +155.1% | +439.3% |
| All | +228.9% | +74.4% | +154.5% | +439.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling