+214.2%
ARM vs CHD
+21.0%
+193.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.9% |
| 7D | +19.8% | +0.4% | +19.5% | +20.0% |
| 30D | -21.8% | +11.6% | -33.4% | -18.2% |
| 3M | -26.5% | +10.7% | -37.2% | -23.3% |
| 6M | -3.9% | +20.2% | -24.2% | +3.6% |
| YTD | +82.8% | +34.5% | +48.3% | +104.5% |
| 1Y | +34.3% | +32.6% | +1.7% | +49.9% |
| 3Y | +282.2% | +29.1% | +253.1% | +318.5% |
| All | +214.2% | +21.0% | +193.1% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling