+315.5%
ARM vs EFA
+64.6%
+251.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +3.5% |
| 7D | +12.5% | -0.5% | +13.0% | +13.6% |
| 30D | -1.4% | -1.3% | 0.0% | +1.6% |
| 3M | -18.7% | +5.2% | -23.9% | -26.1% |
| 6M | +124.6% | +9.4% | +115.3% | +92.7% |
| YTD | +141.7% | +12.7% | +129.0% | +93.6% |
| 1Y | +87.7% | +19.3% | +68.4% | +33.3% |
| All | +315.5% | +64.6% | +251.0% | +55.2% |
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