+192.7%
COP vs ARMK
+350.8%
-158.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +3.0% | -2.4% | +5.4% | +4.0% |
| 30D | +17.5% | 0.0% | +17.5% | +17.2% |
| 3M | +13.4% | +6.7% | +6.7% | +9.9% |
| 6M | +17.7% | +38.8% | -21.1% | +1.4% |
| YTD | +46.6% | +55.2% | -8.6% | +20.0% |
| 1Y | +44.6% | +46.6% | -2.0% | +20.9% |
| 3Y | +20.7% | +112.9% | -92.2% | -16.9% |
| 5Y | +185.0% | +144.0% | +41.1% | +77.5% |
| 10Y | +347.0% | +132.4% | +214.6% | +161.4% |
| All | +192.7% | +350.8% | -158.1% | +55.5% |
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