+219.8%
ARM vs EFA
+61.6%
+158.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.3% | +11.8% | +11.4% |
| 7D | +6.0% | -1.0% | +7.0% | +9.2% |
| 30D | -20.3% | +1.6% | -21.9% | -22.7% |
| 3M | -24.4% | -3.2% | -21.2% | -17.9% |
| 6M | -4.4% | +2.5% | -6.9% | -5.9% |
| YTD | +86.0% | +10.7% | +75.3% | +56.9% |
| 1Y | +35.8% | +12.8% | +23.0% | +9.9% |
| 3Y | +289.1% | +66.4% | +222.6% | +45.5% |
| All | +219.8% | +61.6% | +158.2% | +25.8% |
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