+137.9%
EWY vs ARM
+223.5%
-85.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.4% |
| 7D | -10.2% | -10.4% | +0.1% | -7.6% |
| 30D | -21.5% | -31.8% | +10.4% | -13.6% |
| 3M | -14.7% | -32.2% | +17.6% | -6.4% |
| 6M | -26.8% | -14.9% | -11.9% | -22.3% |
| YTD | +43.2% | +66.0% | -22.9% | +35.2% |
| 1Y | +48.7% | +17.2% | +31.5% | +47.9% |
| 3Y | +147.9% | +247.2% | -99.3% | +109.3% |
| All | +137.9% | +223.5% | -85.6% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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