+60,787.5%
EME vs ARWR
+110.8%
+60,676.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +1.9% | +1.7% | +0.2% | +1.9% |
| 30D | -8.3% | -0.7% | -7.6% | -8.3% |
| 3M | -10.7% | +14.9% | -25.6% | -10.9% |
| 6M | +1.9% | +32.6% | -30.7% | +1.6% |
| YTD | +23.5% | +30.0% | -6.6% | +23.1% |
| 1Y | +18.0% | +208.4% | -190.4% | +16.6% |
| 3Y | +236.1% | +208.8% | +27.3% | +231.0% |
| 5Y | +527.9% | +27.8% | +500.1% | +521.4% |
| 10Y | +1,252.8% | +1,107.6% | +145.2% | +1,204.5% |
| All | +60,787.5% | +110.8% | +60,676.6% | +41,514.5% |
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