+219.8%
ARM vs EMB
+28.2%
+191.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.1% | +12.0% | +11.7% |
| 7D | +6.0% | -0.4% | +6.4% | +8.0% |
| 30D | -20.3% | +1.5% | -21.9% | -24.5% |
| 3M | -24.4% | -1.6% | -22.8% | -19.5% |
| 6M | -4.4% | -1.5% | -2.9% | +3.2% |
| YTD | +86.0% | -0.1% | +86.1% | +94.5% |
| 1Y | +35.8% | +0.5% | +35.3% | +39.5% |
| 3Y | +289.1% | +30.2% | +258.8% | +118.3% |
| All | +219.8% | +28.2% | +191.6% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling