+193.0%
ARM vs EEM
+67.0%
+126.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.8% | +0.9% |
| 7D | -5.3% | -0.1% | -5.2% | -4.5% |
| 30D | -30.0% | -8.6% | -21.4% | -14.9% |
| 3M | -34.1% | -7.0% | -27.0% | -21.4% |
| 6M | -12.6% | -9.7% | -2.9% | +14.3% |
| YTD | +70.4% | +12.1% | +58.3% | +47.8% |
| 1Y | +22.3% | +14.1% | +8.2% | +2.5% |
| 3Y | +261.2% | +72.1% | +189.1% | +41.3% |
| All | +193.0% | +67.0% | +126.0% | +18.3% |
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