+20.3%
ARM vs EWZ
+4.4%
+15.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +6.1% |
| 7D | -5.3% | +1.4% | -6.7% | -5.7% |
| 30D | -30.0% | -25.1% | -4.9% | -24.5% |
| 3M | -34.1% | -7.7% | -26.3% | -38.4% |
| 6M | -12.6% | -15.8% | +3.2% | -13.0% |
| YTD | +70.4% | +3.6% | +66.8% | +54.3% |
| All | +20.3% | +4.4% | +15.9% | +8.9% |
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