+311.3%
ARM vs EME
+258.8%
+52.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +1.9% |
| 7D | +11.4% | +5.2% | +6.2% | +7.4% |
| 30D | -7.4% | -5.4% | -2.1% | -3.6% |
| 3M | -24.5% | -6.1% | -18.4% | -20.8% |
| 6M | +128.7% | +9.7% | +119.0% | +115.0% |
| YTD | +139.3% | +26.6% | +112.7% | +101.3% |
| 1Y | +88.0% | +24.6% | +63.3% | +54.3% |
| All | +311.3% | +258.8% | +52.5% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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