+123.6%
EEM vs ARMK
+130.7%
-7.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +0.7% | +2.8% | -2.1% | +0.1% |
| 30D | -6.2% | -1.8% | -4.4% | -5.9% |
| 3M | -5.2% | -10.9% | +5.7% | -2.8% |
| 6M | -8.1% | +21.2% | -29.4% | -12.4% |
| YTD | +14.0% | +47.0% | -33.0% | +3.8% |
| 1Y | +13.8% | +42.9% | -29.0% | +4.3% |
| 3Y | +73.7% | +95.0% | -21.3% | +46.2% |
| 5Y | +34.6% | +106.2% | -71.7% | +10.2% |
| 10Y | +123.6% | +131.6% | -8.0% | +85.5% |
| All | +123.6% | +130.7% | -7.2% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling