+320.3%
COP vs ARMK
+123.7%
+196.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -1.3% |
| 7D | -11.5% | -2.6% | -8.9% | -10.6% |
| 30D | +5.0% | -5.2% | +10.1% | +7.0% |
| 3M | +17.5% | -6.5% | +24.0% | +20.0% |
| 6M | +16.2% | +15.3% | +1.0% | +8.0% |
| YTD | +48.8% | +43.6% | +5.2% | +24.4% |
| 1Y | +64.1% | +42.1% | +22.0% | +37.7% |
| 3Y | +25.7% | +94.0% | -68.3% | -11.3% |
| 5Y | +114.4% | +96.3% | +18.1% | +44.6% |
| All | +320.3% | +123.7% | +196.6% | +158.6% |
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 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