+214.2%
ARM vs COST
+101.5%
+112.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +19.8% | +2.5% | +17.3% | +19.1% |
| 30D | -21.8% | +14.6% | -36.4% | -25.0% |
| 3M | -26.5% | +15.2% | -41.7% | -29.8% |
| 6M | -3.9% | +7.2% | -11.1% | -6.4% |
| YTD | +82.8% | +27.4% | +55.4% | +53.0% |
| 1Y | +34.3% | +20.2% | +14.1% | +17.9% |
| 3Y | +282.2% | +96.9% | +185.4% | +115.6% |
| All | +214.2% | +101.5% | +112.7% | +76.4% |
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