+302.2%
ARMK vs CHD
+255.6%
+46.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.4% | -2.7% | +0.3% | -1.9% |
| 30D | 0.0% | -4.6% | +4.6% | +0.9% |
| 3M | +6.7% | +5.0% | +1.6% | +5.5% |
| 6M | +38.8% | -3.2% | +42.0% | +39.3% |
| YTD | +55.2% | +18.6% | +36.5% | +50.2% |
| 1Y | +46.6% | +4.8% | +41.8% | +44.9% |
| 3Y | +112.9% | +6.1% | +106.8% | +109.1% |
| 5Y | +144.0% | +24.0% | +120.0% | +131.4% |
| 10Y | +132.4% | +124.5% | +8.0% | +86.1% |
| All | +302.2% | +255.6% | +46.6% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling