+19.3%
ARM vs COST
+12.8%
+6.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.7% | -7.9% | -2.2% |
| 7D | -18.7% | +6.6% | -25.3% | -12.1% |
| 30D | -36.7% | +13.5% | -50.2% | -26.8% |
| 3M | -31.6% | +10.6% | -42.2% | -22.9% |
| 6M | -5.6% | +3.6% | -9.3% | +2.9% |
| YTD | +75.5% | +22.1% | +53.4% | +93.2% |
| 1Y | +19.3% | +11.9% | +7.4% | +28.5% |
| All | +19.3% | +12.8% | +6.5% | +28.5% |
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