+568.8%
COR vs ARMK
+350.8%
+218.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +2.8% | -2.4% | +5.2% | +3.2% |
| 30D | +4.5% | 0.0% | +4.5% | +4.5% |
| 3M | +22.7% | +6.7% | +16.0% | +21.1% |
| 6M | -9.7% | +38.8% | -48.5% | -15.5% |
| YTD | -1.4% | +55.2% | -56.6% | -9.8% |
| 1Y | +13.9% | +46.6% | -32.7% | +5.2% |
| 3Y | +94.0% | +112.9% | -18.9% | +63.7% |
| 5Y | +184.0% | +144.0% | +40.0% | +129.0% |
| 10Y | +406.8% | +132.4% | +274.3% | +312.1% |
| All | +568.8% | +350.8% | +218.0% | +392.6% |
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