+35.3%
EMB vs ARWR
+1,055.7%
-1,020.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.5% | -17.7% | +18.2% | +1.2% |
| 30D | +0.9% | -21.9% | +22.8% | +1.8% |
| 3M | -2.1% | -44.5% | +42.4% | 0.0% |
| 6M | -2.2% | -32.6% | +30.4% | -1.0% |
| YTD | -0.6% | -26.2% | +25.6% | 0.0% |
| 1Y | +0.2% | +23.0% | -22.7% | -1.4% |
| 3Y | +29.5% | +81.8% | -52.2% | +23.2% |
| 5Y | +8.0% | -36.0% | +44.0% | +5.0% |
| 10Y | +35.3% | +1,039.5% | -1,004.2% | +24.1% |
| All | +35.3% | +1,055.7% | -1,020.3% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling