+311.3%
ARM vs EEM
+88.3%
+222.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.4% |
| 7D | +11.4% | +3.1% | +8.3% | +5.1% |
| 30D | -7.4% | +4.9% | -12.3% | -15.6% |
| 3M | -24.5% | +5.2% | -29.7% | -30.0% |
| 6M | +128.7% | +20.7% | +107.9% | +68.9% |
| YTD | +139.3% | +26.5% | +112.8% | +58.7% |
| 1Y | +88.0% | +37.8% | +50.1% | +5.9% |
| All | +311.3% | +88.3% | +222.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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