+174.6%
ARM vs CHRW
+51.7%
+122.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.1% | +5.1% |
| 7D | -15.2% | +0.6% | -15.8% | -15.2% |
| 30D | -40.7% | -7.3% | -33.4% | -40.1% |
| 3M | -39.1% | -14.2% | -24.9% | -37.8% |
| 6M | -26.4% | -25.1% | -1.3% | -23.5% |
| YTD | +59.7% | -21.2% | +80.9% | +64.3% |
| 1Y | +10.3% | -14.2% | +24.5% | +12.2% |
| 3Y | +228.9% | +63.5% | +165.3% | +185.5% |
| All | +174.6% | +51.7% | +122.9% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling