+214.2%
ARM vs EMB
+27.1%
+187.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | +1.1% |
| 7D | +19.8% | -0.7% | +20.5% | +23.0% |
| 30D | -21.8% | +0.5% | -22.3% | -23.2% |
| 3M | -26.5% | -2.5% | -24.0% | -19.2% |
| 6M | -3.9% | -2.0% | -1.9% | +5.8% |
| YTD | +82.8% | -0.9% | +83.6% | +96.6% |
| 1Y | +34.3% | -0.3% | +34.6% | +42.1% |
| 3Y | +282.2% | +29.2% | +253.0% | +120.6% |
| All | +214.2% | +27.1% | +187.0% | +81.9% |
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