+34.1%
EEM vs ARMK
+107.5%
-73.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +1.7% |
| 7D | -0.1% | +0.9% | -1.1% | -0.4% |
| 30D | -8.6% | -0.4% | -8.3% | -8.6% |
| 3M | -7.0% | -2.0% | -5.1% | -6.8% |
| 6M | -9.7% | +22.0% | -31.7% | -15.0% |
| YTD | +12.1% | +49.6% | -37.5% | -0.5% |
| 1Y | +14.1% | +46.4% | -32.3% | +1.7% |
| 3Y | +72.1% | +103.2% | -31.1% | +35.2% |
| 5Y | +34.1% | +108.1% | -74.0% | -0.3% |
| All | +34.1% | +107.5% | -73.4% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling