+421.0%
EME vs ARWR
-36.3%
+457.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.2% |
| 7D | +4.3% | -19.9% | +24.2% | +7.0% |
| 30D | -14.4% | -18.7% | +4.3% | -12.4% |
| 3M | -18.3% | -44.7% | +26.4% | -12.4% |
| 6M | -28.3% | -36.5% | +8.2% | -24.8% |
| YTD | +9.2% | -25.7% | +34.9% | +11.7% |
| 1Y | +4.3% | +18.9% | -14.7% | -0.2% |
| 3Y | +218.6% | +83.1% | +135.6% | +170.5% |
| 5Y | +421.0% | -34.9% | +455.9% | +370.2% |
| All | +421.0% | -36.3% | +457.3% | +370.2% |
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 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