+91.0%
EEM vs ARMK
+125.3%
-34.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +3.1% | +1.7% | +1.4% | +2.7% |
| 30D | +4.9% | +3.1% | +1.7% | +4.1% |
| 3M | +5.2% | +9.2% | -4.0% | +3.2% |
| 6M | +20.7% | +43.7% | -23.0% | +11.5% |
| YTD | +26.5% | +57.4% | -30.9% | +14.6% |
| 1Y | +37.8% | +51.9% | -14.0% | +25.7% |
| 3Y | +91.0% | +125.4% | -34.4% | +58.8% |
| All | +91.0% | +125.3% | -34.3% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling