+140.8%
ARMK vs CHD
+127.0%
+13.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.7% |
| 7D | +1.7% | -2.9% | +4.6% | +2.1% |
| 30D | +3.1% | -6.2% | +9.3% | +4.1% |
| 3M | +9.2% | +1.6% | +7.7% | +8.8% |
| 6M | +43.7% | -3.5% | +47.2% | +44.1% |
| YTD | +57.4% | +16.2% | +41.1% | +53.8% |
| 1Y | +51.9% | +3.4% | +48.5% | +50.7% |
| 3Y | +125.4% | +4.6% | +120.8% | +122.9% |
| 5Y | +149.1% | +21.1% | +127.9% | +140.4% |
| All | +140.8% | +127.0% | +13.7% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling