+724.1%
EEM vs ARWR
+1,689.5%
-965.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.2% |
| 7D | -2.8% | -2.9% | +0.1% | -2.7% |
| 30D | -11.9% | -5.4% | -6.5% | -11.8% |
| 3M | -8.8% | -32.2% | +23.5% | -7.6% |
| 6M | -11.6% | -26.5% | +14.9% | -10.9% |
| YTD | +9.0% | -12.4% | +21.4% | +9.2% |
| 1Y | +10.6% | +46.9% | -36.3% | +8.7% |
| 3Y | +64.4% | +116.0% | -51.6% | +57.2% |
| 5Y | +31.0% | -28.0% | +59.0% | +28.4% |
| 10Y | +105.6% | +923.9% | -818.4% | +80.7% |
| All | +724.1% | +1,689.5% | -965.4% | +593.1% |
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