+174.6%
ARM vs COST
+94.4%
+80.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.9% | +5.0% |
| 7D | -15.2% | +4.1% | -19.3% | -16.3% |
| 30D | -40.7% | +12.0% | -52.7% | -42.9% |
| 3M | -39.1% | +11.2% | -50.3% | -41.4% |
| 6M | -26.4% | +6.1% | -32.5% | -29.2% |
| YTD | +59.7% | +22.9% | +36.9% | +34.9% |
| 1Y | +10.3% | +14.7% | -4.4% | -1.5% |
| 3Y | +228.9% | +92.3% | +136.5% | +85.4% |
| All | +174.6% | +94.4% | +80.2% | +55.5% |
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 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