+34.3%
ARM vs CAH
+37.7%
-3.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.7% |
| 7D | +19.8% | +3.9% | +16.0% | +21.7% |
| 30D | -21.8% | +16.0% | -37.8% | -16.5% |
| 3M | -26.5% | +19.1% | -45.6% | -20.6% |
| 6M | -3.9% | +53.0% | -57.0% | +7.6% |
| YTD | +82.8% | +36.6% | +46.1% | +106.3% |
| 1Y | +34.3% | +37.4% | -3.1% | +52.0% |
| All | +34.3% | +37.7% | -3.4% | +52.0% |
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