+191.7%
COP vs ARMK
+148.1%
+43.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -0.8% | +1.7% | -2.5% | -1.2% |
| 30D | +15.6% | +3.1% | +12.5% | +14.6% |
| 3M | +14.3% | +9.2% | +5.1% | +11.6% |
| 6M | +17.0% | +43.7% | -26.7% | +5.8% |
| YTD | +47.4% | +57.4% | -9.9% | +29.7% |
| 1Y | +52.4% | +51.9% | +0.5% | +35.2% |
| 3Y | +20.8% | +125.4% | -104.6% | -6.3% |
| 5Y | +191.7% | +149.1% | +42.6% | +112.8% |
| All | +191.7% | +148.1% | +43.5% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling