+219.8%
ARM vs COST
+100.7%
+119.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.0% | +10.0% | +11.5% |
| 7D | +6.0% | +3.9% | +2.1% | +5.0% |
| 30D | -20.3% | +13.5% | -33.9% | -23.4% |
| 3M | -24.4% | +15.3% | -39.7% | -27.9% |
| 6M | -4.4% | +9.2% | -13.5% | -8.2% |
| YTD | +86.0% | +26.9% | +59.2% | +55.9% |
| 1Y | +35.8% | +19.7% | +16.1% | +19.3% |
| 3Y | +289.1% | +96.0% | +193.0% | +119.7% |
| All | +219.8% | +100.7% | +119.1% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling