+19.3%
ARM vs EMB
+0.7%
+18.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -10.4% |
| 7D | -18.7% | +0.7% | -19.4% | -21.9% |
| 30D | -36.7% | +2.3% | -39.0% | -44.6% |
| 3M | -31.6% | -2.5% | -29.1% | -20.2% |
| 6M | -5.6% | -1.1% | -4.5% | +5.3% |
| YTD | +75.5% | -0.6% | +76.1% | +90.5% |
| 1Y | +19.3% | +0.6% | +18.7% | +24.2% |
| All | +19.3% | +0.7% | +18.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling