+98.1%
ARMK vs CHD
+30.9%
+67.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.2% | +4.8% |
| 7D | -2.6% | +2.0% | -4.6% | -3.1% |
| 30D | -5.2% | +13.0% | -18.2% | -8.0% |
| 3M | -6.5% | +6.1% | -12.6% | -8.0% |
| 6M | +15.3% | +15.9% | -0.6% | +10.9% |
| YTD | +43.6% | +31.6% | +12.0% | +34.1% |
| 1Y | +42.1% | +28.5% | +13.6% | +33.3% |
| 3Y | +94.0% | +30.5% | +63.5% | +79.8% |
| All | +98.1% | +30.9% | +67.1% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling