+52.4%
COP vs ARMK
+50.1%
+2.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | -0.8% | +1.7% | -2.5% | -0.8% |
| 30D | +15.6% | +3.1% | +12.5% | +15.5% |
| 3M | +14.3% | +9.2% | +5.1% | +14.4% |
| 6M | +17.0% | +43.7% | -26.7% | +15.8% |
| YTD | +47.4% | +57.4% | -9.9% | +42.6% |
| 1Y | +52.4% | +51.9% | +0.5% | +49.8% |
| All | +52.4% | +50.1% | +2.3% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling