+228.9%
ARM vs EWZ
+19.2%
+209.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.4% |
| 7D | -15.2% | -1.5% | -13.7% | -14.5% |
| 30D | -40.7% | -24.5% | -16.2% | -33.5% |
| 3M | -39.1% | -10.7% | -28.4% | -39.8% |
| 6M | -26.4% | -19.1% | -7.3% | -21.8% |
| YTD | +59.7% | +1.6% | +58.1% | +44.8% |
| 1Y | +10.3% | +4.3% | +6.1% | -2.5% |
| 3Y | +228.9% | +19.0% | +209.9% | +142.3% |
| All | +228.9% | +19.2% | +209.6% | +142.3% |
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