+311.3%
ARM vs COST
+67.7%
+243.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.4% | +4.0% |
| 7D | +11.4% | -3.2% | +14.5% | +12.6% |
| 30D | -7.4% | -4.0% | -3.5% | -6.3% |
| 3M | -24.5% | -6.5% | -18.0% | -23.2% |
| 6M | +128.7% | -8.5% | +137.2% | +130.4% |
| YTD | +139.3% | +6.0% | +133.2% | +112.6% |
| 1Y | +88.0% | -5.8% | +93.8% | +83.7% |
| All | +311.3% | +67.7% | +243.6% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling