+103.1%
ARM vs EMR
+4.5%
+98.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +1.7% |
| 7D | +5.5% | -1.5% | +7.0% | +7.5% |
| 30D | -8.2% | -5.6% | -2.6% | -1.6% |
| 3M | -35.9% | +7.9% | -43.9% | -42.1% |
| 6M | +103.1% | +6.0% | +97.1% | +92.1% |
| All | +103.1% | +4.5% | +98.6% | +92.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling