+86.1%
ARM vs CHRW
+16.7%
+69.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.8% |
| 7D | +5.5% | -1.8% | +7.3% | +5.8% |
| 30D | -8.2% | -3.9% | -4.3% | -7.7% |
| 3M | -35.9% | -19.7% | -16.2% | -34.1% |
| 6M | +103.1% | -21.7% | +124.8% | +106.8% |
| YTD | +130.6% | -7.5% | +138.2% | +136.4% |
| 1Y | +86.1% | +17.3% | +68.8% | +95.8% |
| All | +86.1% | +16.7% | +69.3% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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