+145.1%
EWJ vs ARMK
+328.3%
-183.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.0% | +2.7% | +1.3% | +3.4% |
| 30D | -4.3% | -1.5% | -2.8% | -4.0% |
| 3M | -6.8% | -11.6% | +4.7% | -4.5% |
| 6M | -0.9% | +6.7% | -7.6% | -2.5% |
| YTD | +14.3% | +47.4% | -33.2% | +4.8% |
| 1Y | +15.3% | +41.5% | -26.2% | +6.6% |
| 3Y | +65.6% | +95.5% | -29.9% | +41.8% |
| 5Y | +47.5% | +108.4% | -60.9% | +23.1% |
| 10Y | +126.2% | +132.3% | -6.1% | +80.4% |
| All | +145.1% | +328.3% | -183.1% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling