+86.1%
ARM vs CAH
+65.8%
+20.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.7% |
| 7D | +5.5% | +5.4% | +0.1% | +7.1% |
| 30D | -8.2% | +3.3% | -11.5% | -7.2% |
| 3M | -35.9% | +22.8% | -58.7% | -32.1% |
| 6M | +103.1% | +11.3% | +91.9% | +112.5% |
| YTD | +130.6% | +21.1% | +109.5% | +144.6% |
| 1Y | +86.1% | +67.2% | +18.8% | +118.0% |
| All | +86.1% | +65.8% | +20.3% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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