+193.0%
ARM vs CAH
+226.9%
-33.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.7% | +6.9% |
| 7D | -5.3% | +7.8% | -13.2% | -3.8% |
| 30D | -30.0% | +15.5% | -45.5% | -27.9% |
| 3M | -34.1% | +16.3% | -50.4% | -31.8% |
| 6M | -12.6% | +50.0% | -62.7% | -7.1% |
| YTD | +70.4% | +34.7% | +35.7% | +80.1% |
| 1Y | +22.3% | +35.9% | -13.7% | +29.3% |
| 3Y | +261.2% | +178.5% | +82.7% | +363.5% |
| All | +193.0% | +226.9% | -33.9% | +232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling