+64.1%
COP vs ARMK
+40.7%
+23.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.6% |
| 7D | -11.5% | -2.6% | -8.9% | -11.6% |
| 30D | +5.0% | -5.2% | +10.1% | +4.8% |
| 3M | +17.5% | -6.5% | +24.0% | +17.2% |
| 6M | +16.2% | +15.3% | +1.0% | +16.1% |
| YTD | +48.8% | +43.6% | +5.2% | +43.8% |
| 1Y | +64.1% | +42.1% | +22.0% | +59.2% |
| All | +64.1% | +40.7% | +23.4% | +59.2% |
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