+142.9%
EWY vs ARM
+232.1%
-89.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.7% | -3.0% | +2.0% |
| 7D | -6.3% | -5.3% | -0.9% | -4.8% |
| 30D | -19.8% | -30.0% | +10.2% | -12.4% |
| 3M | -14.4% | -34.1% | +19.6% | -5.7% |
| 6M | -25.3% | -12.6% | -12.6% | -21.2% |
| YTD | +46.2% | +70.4% | -24.3% | +37.2% |
| 1Y | +58.3% | +22.3% | +36.0% | +55.9% |
| 3Y | +155.0% | +261.2% | -106.2% | +113.4% |
| All | +142.9% | +232.1% | -89.2% | +106.7% |
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