+174.6%
ARM vs COR
+92.8%
+81.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +3.9% |
| 7D | -15.2% | +0.8% | -16.0% | -14.8% |
| 30D | -40.7% | +5.1% | -45.8% | -39.0% |
| 3M | -39.1% | +2.8% | -41.9% | -37.9% |
| 6M | -26.4% | +32.5% | -59.0% | -14.8% |
| YTD | +59.7% | -0.7% | +60.4% | +70.5% |
| 1Y | +10.3% | -6.7% | +17.0% | +15.1% |
| 3Y | +228.9% | +73.7% | +155.1% | +371.4% |
| All | +174.6% | +92.8% | +81.8% | +284.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling