+228.9%
ARM vs EWJ
+56.7%
+172.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | -15.2% | -5.0% | -10.2% | -6.8% |
| 30D | -40.7% | -10.2% | -30.4% | -27.5% |
| 3M | -39.1% | -7.2% | -31.8% | -29.2% |
| 6M | -26.4% | -3.2% | -23.2% | -17.7% |
| YTD | +59.7% | +9.9% | +49.8% | +45.7% |
| 1Y | +10.3% | +11.0% | -0.6% | -1.1% |
| 3Y | +228.9% | +57.3% | +171.5% | +89.8% |
| All | +228.9% | +56.7% | +172.1% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling