+140.0%
EWJ vs ARMK
+134.7%
+5.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +1.0% | +2.4% | -1.4% | +0.4% |
| 3M | +7.2% | +6.1% | +1.2% | +5.8% |
| 6M | +13.9% | +41.8% | -27.9% | +5.8% |
| YTD | +20.8% | +55.5% | -34.7% | +10.0% |
| 1Y | +26.4% | +49.6% | -23.2% | +15.9% |
| 3Y | +71.8% | +122.8% | -51.0% | +44.4% |
| 5Y | +49.9% | +151.0% | -101.1% | +21.8% |
| 10Y | +140.0% | +138.0% | +2.0% | +99.4% |
| All | +140.0% | +134.7% | +5.2% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling