+148.5%
EWY vs ARM
+256.1%
-107.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.2% |
| 7D | +10.4% | +19.8% | -9.4% | +5.4% |
| 30D | -12.7% | -21.8% | +9.1% | -7.3% |
| 3M | -17.3% | -26.5% | +9.2% | -11.3% |
| 6M | -18.6% | -3.9% | -14.6% | -16.1% |
| YTD | +49.5% | +82.8% | -33.2% | +37.8% |
| 1Y | +55.0% | +34.3% | +20.7% | +49.4% |
| 3Y | +159.0% | +282.2% | -123.2% | +113.3% |
| All | +148.5% | +256.1% | -107.6% | +107.7% |
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