+296.4%
ARM vs CHRW
+78.7%
+217.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.7% |
| 7D | +5.5% | -1.4% | +6.9% | +5.7% |
| 30D | -8.2% | -3.5% | -4.7% | -7.7% |
| 3M | -35.9% | -19.4% | -16.5% | -33.9% |
| 6M | +103.1% | -21.4% | +124.5% | +109.2% |
| YTD | +130.6% | -7.1% | +137.8% | +132.0% |
| 1Y | +86.1% | +17.8% | +68.3% | +80.8% |
| All | +296.4% | +78.7% | +217.8% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling