+132.2%
COP vs ARMK
+106.7%
+25.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +4.4% | +2.7% | +1.7% | +3.7% |
| 30D | 0.0% | -1.5% | +1.4% | +0.1% |
| 3M | +15.0% | -11.6% | +26.6% | +18.1% |
| 6M | +22.0% | +6.7% | +15.3% | +19.3% |
| YTD | +55.3% | +47.4% | +7.9% | +38.5% |
| 1Y | +64.1% | +41.5% | +22.6% | +47.9% |
| 3Y | +34.1% | +95.5% | -61.5% | +8.0% |
| All | +132.2% | +106.7% | +25.5% | +80.0% |
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