+193.0%
ARM vs EMR
+81.6%
+111.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.4% | +2.3% | +2.2% |
| 7D | -5.3% | +2.1% | -7.5% | -7.0% |
| 30D | -30.0% | +4.8% | -34.8% | -32.7% |
| 3M | -34.1% | +7.5% | -41.5% | -38.1% |
| 6M | -12.6% | +20.9% | -33.5% | -26.3% |
| YTD | +70.4% | +29.2% | +41.3% | +33.0% |
| 1Y | +22.3% | +33.0% | -10.7% | -7.5% |
| 3Y | +261.2% | +109.8% | +151.4% | +95.8% |
| All | +193.0% | +81.6% | +111.4% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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