+1,298.9%
COHR vs ARMK
+146.1%
+1,152.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +2.9% |
| 7D | +8.3% | +3.1% | +5.2% | +7.1% |
| 30D | -14.1% | -2.8% | -11.3% | -13.1% |
| 3M | -16.0% | +7.6% | -23.6% | -18.7% |
| 6M | +21.5% | +47.9% | -26.4% | +2.8% |
| YTD | +65.4% | +60.0% | +5.4% | +34.7% |
| 1Y | +195.0% | +52.2% | +142.8% | +144.5% |
| 3Y | +830.2% | +131.4% | +698.7% | +551.2% |
| 5Y | +397.1% | +163.2% | +233.9% | +233.1% |
| All | +1,298.9% | +146.1% | +1,152.8% | +1,001.9% |
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