+20.3%
ARM vs EME
-1.5%
+21.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.3% | -0.6% | +0.7% |
| 7D | -5.3% | -4.4% | -1.0% | -1.9% |
| 30D | -30.0% | -17.3% | -12.8% | -18.5% |
| 3M | -34.1% | -20.0% | -14.0% | -21.3% |
| 6M | -12.6% | -29.1% | +16.4% | +15.5% |
| YTD | +70.4% | +6.9% | +63.5% | +68.2% |
| All | +20.3% | -1.5% | +21.9% | +24.4% |
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