+130.6%
COPX vs ARMK
+106.4%
+24.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -2.8% |
| 7D | +1.6% | -0.7% | +2.3% | +1.9% |
| 30D | -15.0% | -1.3% | -13.7% | -14.5% |
| 3M | -18.6% | -2.5% | -16.1% | -18.0% |
| 6M | -14.9% | +20.8% | -35.7% | -21.9% |
| YTD | +1.8% | +48.2% | -46.3% | -14.1% |
| 1Y | +19.7% | +45.7% | -26.1% | +1.5% |
| 3Y | +140.9% | +96.6% | +44.3% | +76.2% |
| 5Y | +130.6% | +106.6% | +24.0% | +57.0% |
| All | +130.6% | +106.4% | +24.2% | +57.0% |
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