+174.6%
ARM vs CAH
+223.8%
-49.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.3% | +5.0% |
| 7D | -15.2% | +8.5% | -23.7% | -13.7% |
| 30D | -40.7% | +17.0% | -57.7% | -38.7% |
| 3M | -39.1% | +14.6% | -53.7% | -37.2% |
| 6M | -26.4% | +42.5% | -69.0% | -22.2% |
| YTD | +59.7% | +33.5% | +26.3% | +68.5% |
| 1Y | +10.3% | +38.5% | -28.2% | +16.8% |
| 3Y | +228.9% | +179.0% | +49.9% | +318.7% |
| All | +174.6% | +223.8% | -49.2% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling