+228.9%
ARM vs EMB
+28.8%
+200.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | -15.2% | -0.1% | -15.1% | -14.9% |
| 30D | -40.7% | +1.3% | -42.0% | -43.5% |
| 3M | -39.1% | -2.2% | -36.8% | -33.4% |
| 6M | -26.4% | -2.3% | -24.1% | -17.8% |
| YTD | +59.7% | -0.6% | +60.4% | +70.5% |
| 1Y | +10.3% | +0.5% | +9.9% | +13.8% |
| 3Y | +228.9% | +29.4% | +199.4% | +93.3% |
| All | +228.9% | +28.8% | +200.0% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling