+175.7%
COF vs ARMK
+131.4%
+44.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -3.4% | +2.7% | -6.0% | -4.8% |
| 30D | +0.4% | -1.5% | +1.9% | +0.7% |
| 3M | -12.5% | -11.6% | -1.0% | -7.0% |
| 6M | +8.3% | +6.7% | +1.6% | +3.3% |
| YTD | -18.6% | +47.4% | -66.0% | -35.6% |
| 1Y | -8.6% | +41.5% | -50.1% | -26.1% |
| 3Y | +94.7% | +95.5% | -0.9% | +28.2% |
| 5Y | +35.3% | +108.4% | -73.0% | -15.4% |
| All | +175.7% | +131.4% | +44.4% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling