+7.5%
EMB vs ARWR
-34.9%
+42.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.3% |
| 7D | -0.9% | -17.8% | +16.9% | 0.0% |
| 30D | +0.4% | -18.1% | +18.5% | +1.3% |
| 3M | -3.1% | -44.2% | +41.1% | -0.3% |
| 6M | -2.1% | -38.6% | +36.6% | 0.0% |
| YTD | -1.1% | -28.0% | +26.9% | -0.1% |
| 1Y | -0.1% | +16.1% | -16.2% | -2.1% |
| 3Y | +29.6% | +84.0% | -54.4% | +19.5% |
| All | +7.5% | -34.9% | +42.4% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling