+35.8%
ARM vs EWZ
+1.3%
+34.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -5.1% |
| 7D | +9.1% | +0.8% | +8.4% | +8.9% |
| 30D | -19.9% | -24.4% | +4.4% | -14.3% |
| 3M | -31.6% | -4.6% | -27.0% | -38.1% |
| 6M | -13.9% | -11.6% | -2.3% | -17.3% |
| YTD | +74.3% | +2.4% | +71.9% | +57.8% |
| 1Y | +35.8% | +2.1% | +33.7% | +23.0% |
| All | +35.8% | +1.3% | +34.5% | +23.0% |
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