+174.6%
ARM vs EMR
+73.9%
+100.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.9% |
| 7D | -15.2% | -1.6% | -13.7% | -13.6% |
| 30D | -40.7% | +2.0% | -42.6% | -41.5% |
| 3M | -39.1% | +3.8% | -42.9% | -40.9% |
| 6M | -26.4% | +10.5% | -36.9% | -32.2% |
| YTD | +59.7% | +23.7% | +36.0% | +30.0% |
| 1Y | +10.3% | +25.4% | -15.1% | -11.5% |
| 3Y | +228.9% | +86.6% | +142.3% | +90.4% |
| All | +174.6% | +73.9% | +100.7% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling