-3.6%
COST vs ARMK
+47.4%
-51.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -3.1% | -2.4% | -0.7% | -3.1% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -5.7% | +6.7% | -12.3% | -6.1% |
| 6M | -8.8% | +38.8% | -47.6% | -11.0% |
| YTD | +6.7% | +55.2% | -48.5% | +1.7% |
| 1Y | -3.6% | +46.6% | -50.3% | -7.0% |
| All | -3.6% | +47.4% | -51.0% | -7.0% |
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 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