+854.3%
EEM vs ARWR
+2,556.6%
-1,702.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.3% | +1.7% | +0.6% | +2.3% |
| 30D | +4.5% | -0.7% | +5.2% | +4.5% |
| 3M | -0.1% | +14.9% | -14.9% | -0.6% |
| 6M | +16.9% | +32.6% | -15.7% | +15.6% |
| YTD | +26.2% | +30.0% | -3.8% | +24.8% |
| 1Y | +40.5% | +208.4% | -167.8% | +34.6% |
| 3Y | +86.2% | +208.8% | -122.6% | +75.9% |
| 5Y | +45.5% | +27.8% | +17.6% | +39.8% |
| 10Y | +128.6% | +1,107.6% | -978.9% | +99.3% |
| All | +854.3% | +2,556.6% | -1,702.4% | +692.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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