+10.3%
ARM vs COST
+14.6%
-4.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.9% | +3.4% |
| 7D | -15.2% | +4.1% | -19.3% | -10.6% |
| 30D | -40.7% | +12.0% | -52.7% | -31.8% |
| 3M | -39.1% | +11.2% | -50.3% | -30.4% |
| 6M | -26.4% | +6.1% | -32.5% | -18.6% |
| YTD | +59.7% | +22.9% | +36.9% | +78.3% |
| 1Y | +10.3% | +14.7% | -4.4% | +20.8% |
| All | +10.3% | +14.6% | -4.3% | +20.8% |
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 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