+232.8%
ARM vs CORZ
+222.3%
+10.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +5.5% | +8.4% | -2.9% | +2.7% |
| 30D | -8.2% | -17.8% | +9.6% | -2.6% |
| 3M | -35.9% | -35.9% | 0.0% | -26.9% |
| 6M | +103.1% | +12.9% | +90.2% | +99.0% |
| YTD | +130.6% | +22.9% | +107.7% | +118.7% |
| 1Y | +86.1% | +31.4% | +54.7% | +72.2% |
| All | +232.8% | +222.3% | +10.5% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling