+1,066.2%
COST vs ARMK
+327.8%
+738.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +2.5% | +7.1% | -4.6% | +1.5% |
| 30D | +14.6% | -1.6% | +16.2% | +14.7% |
| 3M | +15.2% | -10.5% | +25.7% | +16.7% |
| 6M | +7.2% | +11.8% | -4.6% | +5.2% |
| YTD | +27.4% | +47.3% | -19.9% | +20.0% |
| 1Y | +20.2% | +41.5% | -21.3% | +13.8% |
| 3Y | +96.9% | +95.3% | +1.5% | +77.0% |
| 5Y | +122.8% | +108.1% | +14.7% | +97.2% |
| 10Y | +764.3% | +132.0% | +632.3% | +669.7% |
| All | +1,066.2% | +327.8% | +738.4% | +857.2% |
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