+19.3%
ARM vs EWZ
+7.8%
+11.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -5.7% |
| 7D | -18.7% | -4.1% | -14.6% | -17.7% |
| 30D | -36.7% | -25.0% | -11.7% | -32.1% |
| 3M | -31.6% | -10.6% | -21.0% | -34.8% |
| 6M | -5.6% | -16.6% | +11.0% | -5.6% |
| YTD | +75.5% | +2.5% | +73.0% | +59.6% |
| 1Y | +19.3% | +8.1% | +11.3% | +4.6% |
| All | +19.3% | +7.8% | +11.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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