+185.4%
ARM vs EMR
+79.5%
+105.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.4% |
| 7D | -10.4% | +0.7% | -11.1% | -10.6% |
| 30D | -31.8% | +3.5% | -35.4% | -33.7% |
| 3M | -32.2% | +5.9% | -38.2% | -35.5% |
| 6M | -14.9% | +19.4% | -34.3% | -27.3% |
| YTD | +66.0% | +27.7% | +38.4% | +31.1% |
| 1Y | +17.2% | +30.9% | -13.7% | -9.9% |
| 3Y | +247.2% | +104.2% | +143.0% | +91.4% |
| All | +185.4% | +79.5% | +105.9% | +73.6% |
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