+21.2%
ARM vs CHRW
-12.9%
+34.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -10.4% | -3.4% | -7.0% | -9.7% |
| 30D | -31.8% | -9.4% | -22.5% | -30.7% |
| 3M | -32.2% | -12.6% | -19.6% | -30.8% |
| 6M | -14.9% | -24.2% | +9.3% | -10.6% |
| YTD | +66.0% | -18.9% | +84.9% | +64.9% |
| All | +21.2% | -12.9% | +34.1% | +18.3% |
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