+86.1%
ARM vs COST
-3.4%
+89.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +3.0% |
| 7D | +5.5% | -3.1% | +8.6% | +2.5% |
| 30D | -8.2% | -2.8% | -5.4% | -10.2% |
| 3M | -35.9% | -5.7% | -30.3% | -37.8% |
| 6M | +103.1% | -8.8% | +111.9% | +93.2% |
| YTD | +130.6% | +6.7% | +124.0% | +123.2% |
| 1Y | +86.1% | -3.6% | +89.7% | +75.0% |
| All | +86.1% | -3.4% | +89.5% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling