+565.8%
COPX vs ARMK
+138.5%
+427.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.3% | -6.7% | -6.9% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | 0.0% | -5.9% | +6.0% | +2.1% |
| 3M | +14.8% | +6.7% | +8.1% | +11.9% |
| 6M | +7.0% | +42.5% | -35.5% | -5.7% |
| YTD | +23.8% | +55.1% | -31.3% | +5.8% |
| 1Y | +75.7% | +50.3% | +25.4% | +51.5% |
| 3Y | +156.4% | +122.2% | +34.2% | +90.5% |
| 5Y | +167.6% | +155.2% | +12.4% | +86.6% |
| All | +565.8% | +138.5% | +427.3% | +378.9% |
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