+20.3%
ARM vs CHD
+30.9%
-10.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.9% | +7.8% |
| 7D | -5.3% | +0.8% | -6.1% | -4.8% |
| 30D | -30.0% | +13.5% | -43.5% | -24.6% |
| 3M | -34.1% | +8.1% | -42.2% | -30.5% |
| 6M | -12.6% | +19.9% | -32.5% | -3.1% |
| YTD | +70.4% | +34.0% | +36.4% | +102.6% |
| All | +20.3% | +30.9% | -10.6% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling