+88.0%
ARM vs EWJ
+26.9%
+61.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.1% | +4.3% |
| 7D | +11.4% | +2.9% | +8.5% | +5.9% |
| 30D | -7.4% | +1.1% | -8.5% | -9.1% |
| 3M | -24.5% | +7.1% | -31.6% | -31.6% |
| 6M | +128.7% | +16.2% | +112.5% | +88.6% |
| YTD | +139.3% | +22.0% | +117.3% | +81.9% |
| 1Y | +88.0% | +26.2% | +61.8% | +35.8% |
| All | +88.0% | +26.9% | +61.1% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling