+296.4%
ARM vs CRH
+84.8%
+211.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +2.0% |
| 7D | +5.5% | -1.7% | +7.1% | +6.8% |
| 30D | -8.2% | -5.4% | -2.8% | -4.5% |
| 3M | -35.9% | -11.2% | -24.7% | -30.4% |
| 6M | +103.1% | -15.8% | +119.0% | +130.2% |
| YTD | +130.6% | -23.6% | +154.2% | +181.7% |
| 1Y | +86.1% | -14.6% | +100.7% | +103.6% |
| All | +296.4% | +84.8% | +211.6% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling