+35.8%
ARM vs EME
+2.7%
+33.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.3% | +8.7% | +9.3% |
| 7D | +6.0% | +4.3% | +1.7% | +3.1% |
| 30D | -20.3% | -14.4% | -5.9% | -9.6% |
| 3M | -24.4% | -18.3% | -6.0% | -11.2% |
| 6M | -4.4% | -28.3% | +24.0% | +25.3% |
| YTD | +86.0% | +9.2% | +76.8% | +81.4% |
| 1Y | +35.8% | +4.3% | +31.5% | +36.3% |
| All | +35.8% | +2.7% | +33.1% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling