+214.2%
ARM vs EMR
+78.8%
+135.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +19.8% | +2.7% | +17.2% | +16.8% |
| 30D | -21.8% | +2.1% | -23.9% | -22.8% |
| 3M | -26.5% | +2.3% | -28.8% | -27.5% |
| 6M | -3.9% | +22.5% | -26.4% | -19.8% |
| YTD | +82.8% | +27.2% | +55.6% | +44.8% |
| 1Y | +34.3% | +28.0% | +6.3% | +5.5% |
| 3Y | +282.2% | +103.4% | +178.8% | +111.4% |
| All | +214.2% | +78.8% | +135.3% | +91.7% |
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