+876.4%
COST vs ARMK
+350.8%
+525.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -3.1% | -2.4% | -0.7% | -2.8% |
| 30D | -2.8% | 0.0% | -2.8% | -2.9% |
| 3M | -5.7% | +6.7% | -12.3% | -6.6% |
| 6M | -8.8% | +38.8% | -47.6% | -13.1% |
| YTD | +6.7% | +55.2% | -48.5% | -0.1% |
| 1Y | -3.6% | +46.6% | -50.3% | -9.1% |
| 3Y | +75.1% | +112.9% | -37.8% | +55.8% |
| 5Y | +108.9% | +144.0% | -35.1% | +81.8% |
| 10Y | +586.2% | +132.4% | +453.8% | +514.4% |
| All | +876.4% | +350.8% | +525.5% | +697.1% |
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