+199.6%
ARM vs CHD
+22.8%
+176.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.1% |
| 7D | +9.1% | +3.6% | +5.5% | +10.6% |
| 30D | -19.9% | +10.4% | -30.4% | -16.6% |
| 3M | -31.6% | +12.2% | -43.8% | -28.2% |
| 6M | -13.9% | +19.9% | -33.8% | -6.9% |
| YTD | +74.3% | +36.4% | +37.9% | +96.2% |
| 1Y | +35.8% | +35.1% | +0.7% | +52.6% |
| 3Y | +268.6% | +29.2% | +239.4% | +306.9% |
| All | +199.6% | +22.8% | +176.9% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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