+122.7%
EEM vs ARMK
+350.8%
-228.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +2.3% | -2.4% | +4.7% | +2.9% |
| 30D | +4.5% | 0.0% | +4.5% | +4.4% |
| 3M | -0.1% | +6.7% | -6.7% | -1.8% |
| 6M | +16.9% | +38.8% | -21.9% | +7.7% |
| YTD | +26.2% | +55.2% | -29.0% | +13.1% |
| 1Y | +40.5% | +46.6% | -6.1% | +27.4% |
| 3Y | +86.2% | +112.9% | -26.7% | +51.9% |
| 5Y | +45.5% | +144.0% | -98.5% | +13.2% |
| 10Y | +128.6% | +132.4% | -3.8% | +77.1% |
| All | +122.7% | +350.8% | -228.1% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling