+512.3%
COR vs ARMK
+131.1%
+381.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.9% |
| 7D | +2.3% | +0.9% | +1.4% | +2.1% |
| 30D | +6.8% | -0.4% | +7.1% | +6.7% |
| 3M | +8.1% | -2.0% | +10.1% | +8.3% |
| 6M | +33.0% | +22.0% | +11.0% | +27.7% |
| YTD | +3.0% | +49.6% | -46.6% | -5.0% |
| 1Y | -3.4% | +46.4% | -49.8% | -10.6% |
| 3Y | +80.1% | +103.2% | -23.1% | +54.0% |
| 5Y | +194.7% | +108.1% | +86.6% | +146.5% |
| 10Y | +512.3% | +129.4% | +382.8% | +429.4% |
| All | +512.3% | +131.1% | +381.2% | +429.4% |
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