+63.1%
EWJ vs ARMK
+100.8%
-37.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.9% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -7.6% | -1.3% | -6.3% | -7.4% |
| 3M | -5.9% | -2.5% | -3.4% | -5.5% |
| 6M | -1.5% | +20.8% | -22.2% | -6.8% |
| YTD | +12.6% | +48.2% | -35.6% | +0.7% |
| 1Y | +12.7% | +45.7% | -33.1% | +1.1% |
| 3Y | +63.1% | +96.6% | -33.5% | +39.1% |
| All | +63.1% | +100.8% | -37.7% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling