+88.0%
ARM vs EWZ
+36.2%
+51.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.8% | +2.3% |
| 7D | +11.4% | +5.6% | +5.8% | +7.0% |
| 30D | -7.4% | +9.3% | -16.7% | -13.5% |
| 3M | -24.5% | +15.7% | -40.2% | -32.5% |
| 6M | +128.7% | +7.4% | +121.2% | +116.8% |
| YTD | +139.3% | +22.7% | +116.6% | +111.6% |
| 1Y | +88.0% | +36.4% | +51.6% | +47.5% |
| All | +88.0% | +36.2% | +51.7% | +47.5% |
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