+15.0%
EEM vs ARMK
+41.1%
-26.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.0% | +1.7% |
| 7D | -3.0% | -5.8% | +2.8% | -1.8% |
| 30D | -10.3% | -5.3% | -5.1% | -9.3% |
| 3M | -6.6% | -6.7% | +0.1% | -5.4% |
| 6M | -3.4% | +17.4% | -20.7% | -6.7% |
| YTD | +13.2% | +43.0% | -29.8% | +5.4% |
| 1Y | +15.0% | +40.3% | -25.3% | +7.2% |
| All | +15.0% | +41.1% | -26.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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