+53,437.8%
EME vs ARWR
+15.1%
+53,422.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.6% |
| 7D | +11.3% | -17.9% | +29.3% | +11.5% |
| 30D | -14.6% | -18.9% | +4.3% | -14.4% |
| 3M | -20.4% | -46.0% | +25.5% | -20.0% |
| 6M | -28.3% | -40.3% | +12.1% | -28.0% |
| YTD | +8.6% | -29.0% | +37.5% | +8.8% |
| 1Y | +3.2% | +13.8% | -10.6% | +3.0% |
| 3Y | +216.8% | +74.9% | +141.9% | +213.6% |
| 5Y | +417.5% | -36.2% | +453.7% | +415.3% |
| 10Y | +922.2% | +1,028.0% | -105.8% | +888.4% |
| All | +53,437.8% | +15.1% | +53,422.6% | +36,688.8% |
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