+197.1%
COP vs ARMK
+317.2%
-120.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -1.2% |
| 7D | -11.5% | -2.6% | -8.9% | -10.6% |
| 30D | +5.0% | -5.2% | +10.1% | +6.9% |
| 3M | +17.5% | -6.5% | +24.0% | +19.9% |
| 6M | +16.2% | +15.3% | +1.0% | +8.2% |
| YTD | +48.8% | +43.6% | +5.2% | +25.2% |
| 1Y | +64.1% | +42.1% | +22.0% | +38.6% |
| 3Y | +25.7% | +94.0% | -68.3% | -10.1% |
| 5Y | +114.4% | +96.3% | +18.1% | +47.0% |
| 10Y | +331.7% | +126.7% | +205.0% | +155.9% |
| All | +197.1% | +317.2% | -120.1% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling