+185.4%
ARM vs EFA
+61.2%
+124.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.3% |
| 7D | -10.4% | +1.2% | -11.6% | -12.7% |
| 30D | -31.8% | +0.9% | -32.8% | -32.9% |
| 3M | -32.2% | -3.4% | -28.9% | -26.1% |
| 6M | -14.9% | +2.0% | -16.9% | -15.4% |
| YTD | +66.0% | +10.4% | +55.6% | +40.8% |
| 1Y | +17.2% | +13.3% | +3.9% | -6.2% |
| 3Y | +247.2% | +65.9% | +181.3% | +30.6% |
| All | +185.4% | +61.2% | +124.3% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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