+574.1%
COR vs ARMK
+317.2%
+256.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.6% |
| 7D | +0.8% | -2.6% | +3.5% | +1.3% |
| 30D | +5.1% | -5.2% | +10.3% | +6.0% |
| 3M | +2.8% | -6.5% | +9.3% | +3.9% |
| 6M | +32.5% | +15.3% | +17.3% | +28.5% |
| YTD | -0.7% | +43.6% | -44.2% | -7.9% |
| 1Y | -6.7% | +42.1% | -48.8% | -13.4% |
| 3Y | +73.7% | +94.0% | -20.3% | +49.2% |
| 5Y | +177.9% | +96.3% | +81.6% | +134.0% |
| 10Y | +533.8% | +126.7% | +407.1% | +415.4% |
| All | +574.1% | +317.2% | +256.9% | +403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling