+103.1%
ARM vs COR
-10.7%
+113.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +2.2% |
| 7D | +5.5% | +2.8% | +2.7% | +8.3% |
| 30D | -8.2% | +4.5% | -12.7% | -3.7% |
| 3M | -35.9% | +22.7% | -58.6% | -21.3% |
| 6M | +103.1% | -9.7% | +112.9% | +142.9% |
| All | +103.1% | -10.7% | +113.8% | +142.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling