+324.8%
COPX vs ARMK
+131.1%
+193.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | +1.1% | +7.1% | -6.0% | -1.3% |
| 30D | -15.9% | -1.6% | -14.2% | -15.3% |
| 3M | -19.6% | -10.5% | -9.0% | -16.5% |
| 6M | -21.5% | +11.8% | -33.3% | -24.8% |
| YTD | -0.8% | +47.3% | -48.0% | -13.7% |
| 1Y | +15.2% | +41.5% | -26.3% | +1.5% |
| 3Y | +134.7% | +95.3% | +39.4% | +82.4% |
| 5Y | +111.3% | +108.1% | +3.2% | +58.0% |
| All | +324.8% | +131.1% | +193.7% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling