+193.0%
ARM vs CHRW
+56.1%
+136.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.8% | +6.2% |
| 7D | -5.3% | +0.2% | -5.5% | -5.2% |
| 30D | -30.0% | -9.4% | -20.7% | -29.1% |
| 3M | -34.1% | -13.3% | -20.8% | -32.8% |
| 6M | -12.6% | -24.2% | +11.5% | -9.4% |
| YTD | +70.4% | -18.9% | +89.3% | +74.5% |
| 1Y | +22.3% | -12.4% | +34.6% | +23.9% |
| 3Y | +261.2% | +72.2% | +188.9% | +206.8% |
| All | +193.0% | +56.1% | +136.9% | +174.9% |
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