+10.3%
ARM vs CHD
+28.5%
-18.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +3.6% |
| 7D | -15.2% | +2.0% | -17.2% | -14.0% |
| 30D | -40.7% | +13.0% | -53.7% | -36.2% |
| 3M | -39.1% | +6.1% | -45.2% | -36.5% |
| 6M | -26.4% | +15.9% | -42.3% | -19.1% |
| YTD | +59.7% | +31.6% | +28.1% | +89.7% |
| 1Y | +10.3% | +28.5% | -18.1% | +28.7% |
| All | +10.3% | +28.5% | -18.1% | +28.7% |
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 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