+131.7%
EMB vs ARWR
+157.7%
-26.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | -0.3% | -0.7% | +0.4% | -0.3% |
| 3M | -0.4% | +14.9% | -15.3% | -0.8% |
| 6M | +0.1% | +32.6% | -32.5% | -0.6% |
| YTD | +1.6% | +30.0% | -28.5% | +0.8% |
| 1Y | +5.6% | +208.4% | -202.7% | +2.8% |
| 3Y | +29.8% | +208.8% | -179.0% | +25.2% |
| 5Y | +7.3% | +27.8% | -20.5% | +4.3% |
| 10Y | +30.4% | +1,107.6% | -1,077.1% | +22.0% |
| All | +131.7% | +157.7% | -26.0% | +112.0% |
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