+219.8%
ARM vs CHD
+21.4%
+198.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.2% | +11.8% | +12.1% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -20.3% | +12.2% | -32.5% | -16.5% |
| 3M | -24.4% | +9.3% | -33.7% | -21.4% |
| 6M | -4.4% | +24.3% | -28.6% | +4.0% |
| YTD | +86.0% | +34.9% | +51.2% | +108.4% |
| 1Y | +35.8% | +32.7% | +3.1% | +51.6% |
| 3Y | +289.1% | +29.4% | +259.6% | +326.5% |
| All | +219.8% | +21.4% | +198.4% | +248.7% |
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