+214.0%
ARM vs EMR
+86.0%
+128.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.6% | -8.5% | -8.5% |
| 7D | -27.1% | -4.8% | -22.4% | -23.1% |
| 30D | -44.9% | +0.7% | -45.6% | -45.0% |
| 3M | -39.3% | +0.4% | -39.7% | -39.2% |
| 6M | -20.2% | +18.4% | -38.6% | -30.5% |
| YTD | +52.5% | +23.9% | +28.6% | +24.3% |
| 1Y | +4.1% | +24.7% | -20.6% | -15.8% |
| All | +214.0% | +86.0% | +128.0% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling