+286.5%
ARM vs EWZ
+17.9%
+268.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -0.7% |
| 7D | +19.8% | +0.1% | +19.8% | +20.0% |
| 30D | -21.8% | -25.9% | +4.1% | -11.2% |
| 3M | -26.5% | -6.1% | -20.4% | -30.0% |
| 6M | -3.9% | -16.1% | +12.2% | -0.9% |
| YTD | +82.8% | +1.0% | +81.8% | +66.5% |
| 1Y | +34.3% | 0.0% | +34.3% | +22.6% |
| All | +286.5% | +17.9% | +268.6% | +190.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling