+214.2%
ARM vs EME
+207.7%
+6.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | +19.8% | +11.3% | +8.5% | +10.7% |
| 30D | -21.8% | -14.6% | -7.2% | -11.4% |
| 3M | -26.5% | -20.4% | -6.1% | -12.4% |
| 6M | -3.9% | -28.3% | +24.4% | +23.5% |
| YTD | +82.8% | +8.6% | +74.2% | +73.4% |
| 1Y | +34.3% | +3.2% | +31.1% | +31.9% |
| 3Y | +282.2% | +216.8% | +65.5% | +71.0% |
| All | +214.2% | +207.7% | +6.5% | +46.5% |
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