+224.6%
EWY vs ARM
+366.2%
-141.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.2% | -0.3% |
| 7D | +8.0% | +11.4% | -3.3% | +5.4% |
| 30D | +14.3% | -7.4% | +21.8% | +16.3% |
| 3M | +2.3% | -24.5% | +26.8% | +8.5% |
| 6M | +49.9% | +128.7% | -78.8% | +30.8% |
| YTD | +95.3% | +139.3% | -43.9% | +69.1% |
| 1Y | +161.7% | +88.0% | +73.8% | +134.5% |
| All | +224.6% | +366.2% | -141.5% | +154.9% |
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