-26.4%
ARM vs EEM
-10.8%
-15.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | -0.4% |
| 7D | -15.2% | -2.8% | -12.4% | -9.1% |
| 30D | -40.7% | -11.9% | -28.7% | -19.3% |
| 3M | -39.1% | -8.8% | -30.3% | -22.4% |
| 6M | -26.4% | -11.6% | -14.8% | +4.4% |
| All | -26.4% | -10.8% | -15.6% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling