+141.5%
EWJ vs ARMK
+330.5%
-189.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.0% |
| 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% | -5.6% |
| 6M | -1.5% | +20.8% | -22.2% | -5.7% |
| YTD | +12.6% | +48.2% | -35.6% | +3.1% |
| 1Y | +12.7% | +45.7% | -33.1% | +3.5% |
| 3Y | +63.1% | +96.6% | -33.5% | +39.5% |
| 5Y | +48.2% | +106.6% | -58.4% | +23.9% |
| 10Y | +123.1% | +132.6% | -9.4% | +78.0% |
| All | +141.5% | +330.5% | -189.0% | +72.7% |
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