+228.9%
ARM vs CAH
+185.1%
+43.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.3% | +5.1% |
| 7D | -15.2% | +8.5% | -23.7% | -13.5% |
| 30D | -40.7% | +17.0% | -57.7% | -38.5% |
| 3M | -39.1% | +14.6% | -53.7% | -37.0% |
| 6M | -26.4% | +42.5% | -69.0% | -21.5% |
| YTD | +59.7% | +33.5% | +26.3% | +69.8% |
| 1Y | +10.3% | +38.5% | -28.2% | +17.9% |
| 3Y | +228.9% | +179.0% | +49.9% | +369.8% |
| All | +228.9% | +185.1% | +43.8% | +369.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling