+86.1%
ARM vs CHYM
+38.9%
+47.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +5.5% | +1.7% | +3.8% | +4.9% |
| 30D | -8.2% | +30.2% | -38.4% | -15.9% |
| 3M | -35.9% | +85.9% | -121.8% | -47.9% |
| 6M | +103.1% | +49.9% | +53.2% | +73.1% |
| YTD | +130.6% | +34.1% | +96.5% | +99.6% |
| 1Y | +86.1% | +37.0% | +49.1% | +58.6% |
| All | +86.1% | +38.9% | +47.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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