+286.5%
ARM vs COST
+97.6%
+188.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +19.8% | +2.5% | +17.3% | +19.2% |
| 30D | -21.8% | +14.6% | -36.4% | -24.8% |
| 3M | -26.5% | +15.2% | -41.7% | -29.6% |
| 6M | -3.9% | +7.2% | -11.1% | -6.2% |
| YTD | +82.8% | +27.4% | +55.4% | +53.2% |
| 1Y | +34.3% | +20.2% | +14.1% | +18.1% |
| All | +286.5% | +97.6% | +188.9% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling