+161.7%
EWY vs ARM
+88.5%
+73.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.2% | -1.0% |
| 7D | +8.0% | +11.4% | -3.3% | +3.2% |
| 30D | +14.3% | -7.4% | +21.8% | +17.9% |
| 3M | +2.3% | -24.5% | +26.8% | +13.3% |
| 6M | +49.9% | +128.7% | -78.8% | +14.2% |
| YTD | +95.3% | +139.3% | -43.9% | +46.6% |
| 1Y | +161.7% | +88.0% | +73.8% | +117.2% |
| All | +161.7% | +88.5% | +73.2% | +117.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling