+97.9%
EEM vs ARMK
+334.6%
-236.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +1.9% |
| 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% | -14.3% |
| YTD | +12.1% | +49.6% | -37.5% | +1.2% |
| 1Y | +14.1% | +46.4% | -32.3% | +3.4% |
| 3Y | +72.1% | +103.2% | -31.1% | +42.0% |
| 5Y | +34.1% | +108.1% | -74.0% | +8.4% |
| 10Y | +109.6% | +129.4% | -19.8% | +62.3% |
| All | +97.9% | +334.6% | -236.8% | +33.2% |
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 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