+12.0%
COR vs ARMK
+48.0%
-36.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +2.8% | -2.4% | +5.2% | +2.9% |
| 30D | +4.5% | 0.0% | +4.5% | +4.4% |
| 3M | +22.7% | +6.7% | +16.0% | +22.2% |
| 6M | -9.7% | +38.8% | -48.5% | -12.1% |
| YTD | -1.4% | +55.2% | -56.6% | -4.0% |
| All | +12.0% | +48.0% | -36.0% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling