+25.2%
EWJ vs ARMK
+49.9%
-24.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | +0.2% | -5.9% | +6.1% | +1.5% |
| 3M | +8.6% | +6.7% | +1.9% | +6.8% |
| 6M | +12.1% | +42.5% | -30.4% | +1.2% |
| YTD | +20.1% | +55.1% | -35.0% | +6.6% |
| 1Y | +25.2% | +50.3% | -25.1% | +11.3% |
| All | +25.2% | +49.9% | -24.8% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling