+228.9%
ARM vs CHD
+30.6%
+198.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +3.9% |
| 7D | -15.2% | +2.0% | -17.2% | -14.4% |
| 30D | -40.7% | +13.0% | -53.7% | -37.3% |
| 3M | -39.1% | +6.1% | -45.2% | -37.2% |
| 6M | -26.4% | +15.9% | -42.3% | -20.9% |
| YTD | +59.7% | +31.6% | +28.1% | +80.1% |
| 1Y | +10.3% | +28.5% | -18.1% | +23.6% |
| 3Y | +228.9% | +30.5% | +198.4% | +323.6% |
| All | +228.9% | +30.6% | +198.3% | +323.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling