+315.5%
ARM vs CRH
+75.2%
+240.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +2.1% |
| 7D | +12.5% | -3.6% | +16.1% | +15.5% |
| 30D | -1.4% | -10.8% | +9.5% | +7.4% |
| 3M | -18.7% | -13.5% | -5.2% | -10.2% |
| 6M | +124.6% | -15.4% | +140.1% | +151.8% |
| YTD | +141.7% | -27.6% | +169.3% | +207.1% |
| 1Y | +87.7% | -18.4% | +106.1% | +112.0% |
| All | +315.5% | +75.2% | +240.4% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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