+285.5%
COF vs ARMK
+350.8%
-65.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | +1.8% | -2.4% | +4.2% | +3.1% |
| 30D | -0.6% | 0.0% | -0.6% | -0.9% |
| 3M | +20.3% | +6.7% | +13.6% | +15.7% |
| 6M | +13.0% | +38.8% | -25.8% | -6.3% |
| YTD | -8.3% | +55.2% | -63.5% | -28.6% |
| 1Y | -1.5% | +46.6% | -48.1% | -21.0% |
| 3Y | +122.3% | +112.9% | +9.4% | +42.2% |
| 5Y | +52.5% | +144.0% | -91.5% | -10.7% |
| 10Y | +264.9% | +132.4% | +132.5% | +104.5% |
| All | +285.5% | +350.8% | -65.3% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling