+199.6%
ARM vs EMB
+26.9%
+172.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -3.8% |
| 7D | +9.1% | -0.9% | +10.0% | +12.9% |
| 30D | -19.9% | +0.4% | -20.3% | -20.9% |
| 3M | -31.6% | -3.1% | -28.5% | -23.0% |
| 6M | -13.9% | -2.1% | -11.8% | -4.9% |
| YTD | +74.3% | -1.1% | +75.4% | +89.1% |
| 1Y | +35.8% | -0.1% | +35.8% | +42.7% |
| 3Y | +268.6% | +29.6% | +239.0% | +111.8% |
| All | +199.6% | +26.9% | +172.8% | +75.0% |
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