+222.9%
EWY vs ARM
+349.4%
-126.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.7% | +3.7% |
| 7D | +4.8% | +5.5% | -0.6% | +3.5% |
| 30D | +11.7% | -8.2% | +19.9% | +13.8% |
| 3M | -7.4% | -35.9% | +28.5% | +1.7% |
| 6M | +40.6% | +103.1% | -62.6% | +25.3% |
| YTD | +94.3% | +130.6% | -36.3% | +69.7% |
| 1Y | +164.3% | +86.1% | +78.2% | +138.0% |
| All | +222.9% | +349.4% | -126.5% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling