+296.4%
ARM vs EME
+250.0%
+46.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +2.6% |
| 7D | +5.5% | +1.9% | +3.6% | +4.0% |
| 30D | -8.2% | -8.3% | +0.1% | -2.3% |
| 3M | -35.9% | -10.7% | -25.2% | -30.1% |
| 6M | +103.1% | +1.9% | +101.2% | +101.3% |
| YTD | +130.6% | +23.5% | +107.1% | +97.5% |
| 1Y | +86.1% | +18.0% | +68.1% | +59.2% |
| All | +296.4% | +250.0% | +46.5% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling