+281.0%
ARMK vs COO
+111.1%
+169.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +2.8% | -2.3% | +5.1% | +3.8% |
| 30D | -1.8% | +13.3% | -15.1% | -7.4% |
| 3M | -10.9% | -18.1% | +7.2% | -4.0% |
| 6M | +21.2% | +6.7% | +14.5% | +14.9% |
| YTD | +47.0% | -23.2% | +70.2% | +61.9% |
| 1Y | +42.9% | -12.3% | +55.1% | +47.7% |
| 3Y | +95.0% | -23.6% | +118.6% | +104.7% |
| 5Y | +106.2% | -38.7% | +144.9% | +137.9% |
| 10Y | +131.6% | +42.2% | +89.4% | +94.7% |
| All | +281.0% | +111.1% | +169.9% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 all: compounded portfolio wealth divided by compounded COO 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…
all analysis · Full analysis span regression · 6 months rolling