+174.6%
ARM vs CHD
+18.4%
+156.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +4.0% |
| 7D | -15.2% | +2.0% | -17.2% | -14.5% |
| 30D | -40.7% | +13.0% | -53.7% | -37.7% |
| 3M | -39.1% | +6.1% | -45.2% | -37.3% |
| 6M | -26.4% | +15.9% | -42.3% | -21.5% |
| YTD | +59.7% | +31.6% | +28.1% | +77.3% |
| 1Y | +10.3% | +28.5% | -18.1% | +21.9% |
| 3Y | +228.9% | +30.5% | +198.4% | +254.6% |
| All | +174.6% | +18.4% | +156.2% | +196.7% |
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