+214.0%
ARM vs CHRW
+67.8%
+146.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.1% | -8.9% | -12.4% |
| 7D | -27.1% | +0.7% | -27.8% | -27.1% |
| 30D | -44.9% | -5.0% | -39.9% | -44.6% |
| 3M | -39.3% | -16.1% | -23.2% | -37.9% |
| 6M | -20.2% | -22.6% | +2.5% | -17.5% |
| YTD | +52.5% | -19.3% | +71.8% | +56.3% |
| 1Y | +4.1% | -14.9% | +19.0% | +6.0% |
| All | +214.0% | +67.8% | +146.2% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling