+475.2%
COR vs ARMK
+131.1%
+344.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.9% | +7.1% | -4.3% | +1.5% |
| 30D | +5.8% | -1.6% | +7.5% | +6.0% |
| 3M | +11.4% | -10.5% | +22.0% | +13.5% |
| 6M | +34.5% | +11.8% | +22.7% | +31.3% |
| YTD | +4.1% | +47.3% | -43.2% | -3.8% |
| 1Y | -3.1% | +41.5% | -44.6% | -9.8% |
| 3Y | +80.9% | +95.3% | -14.5% | +55.7% |
| 5Y | +195.1% | +108.1% | +87.0% | +146.6% |
| All | +475.2% | +131.1% | +344.1% | +395.5% |
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 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