+17.2%
ARM vs CAH
+39.1%
-21.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.2% |
| 7D | -10.4% | +9.4% | -19.8% | -6.7% |
| 30D | -31.8% | +16.5% | -48.4% | -27.2% |
| 3M | -32.2% | +17.0% | -49.2% | -27.2% |
| 6M | -14.9% | +51.4% | -66.3% | -5.1% |
| YTD | +66.0% | +36.0% | +30.1% | +86.5% |
| 1Y | +17.2% | +36.0% | -18.8% | +31.5% |
| All | +17.2% | +39.1% | -21.9% | +31.5% |
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