+1,772.2%
COHR vs ARMK
+351.9%
+1,420.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +13.0% | +0.3% | +12.6% | +12.8% |
| 30D | -6.7% | +2.4% | -9.0% | -7.6% |
| 3M | -14.7% | +6.1% | -20.8% | -16.9% |
| 6M | +20.3% | +41.8% | -21.5% | +4.1% |
| YTD | +64.4% | +55.5% | +8.9% | +36.2% |
| 1Y | +205.9% | +49.6% | +156.3% | +156.6% |
| 3Y | +814.1% | +122.8% | +691.3% | +557.0% |
| 5Y | +387.4% | +151.0% | +236.4% | +236.5% |
| 10Y | +1,308.9% | +138.0% | +1,171.0% | +930.1% |
| All | +1,772.2% | +351.9% | +1,420.3% | +1,151.7% |
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