+185.4%
ARM vs EWZ
+19.3%
+166.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.8% |
| 7D | -10.4% | +1.3% | -11.7% | -10.9% |
| 30D | -31.8% | -26.2% | -5.7% | -21.8% |
| 3M | -32.2% | -8.6% | -23.6% | -34.0% |
| 6M | -14.9% | -17.0% | +2.1% | -11.0% |
| YTD | +66.0% | +2.2% | +63.9% | +49.7% |
| 1Y | +17.2% | +2.7% | +14.5% | +4.6% |
| 3Y | +247.2% | +18.2% | +229.0% | +164.5% |
| All | +185.4% | +19.3% | +166.1% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling