+139.6%
ARM vs CORZ
+136.6%
+3.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -3.7% |
| 7D | -10.4% | -7.8% | -2.6% | -7.7% |
| 30D | -31.8% | -14.8% | -17.0% | -28.1% |
| 3M | -32.2% | -32.5% | +0.2% | -22.9% |
| 6M | -14.9% | -42.7% | +27.8% | +2.2% |
| YTD | +66.0% | -9.8% | +75.9% | +74.8% |
| 1Y | +17.2% | -31.9% | +49.1% | +32.2% |
| All | +139.6% | +136.6% | +3.0% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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