+174.6%
ARM vs EFA
+57.3%
+117.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +6.5% |
| 7D | -15.2% | -1.4% | -13.8% | -12.5% |
| 30D | -40.7% | -1.2% | -39.5% | -38.9% |
| 3M | -39.1% | -5.1% | -34.0% | -31.0% |
| 6M | -26.4% | -1.2% | -25.2% | -21.4% |
| YTD | +59.7% | +7.8% | +52.0% | +42.7% |
| 1Y | +10.3% | +12.2% | -1.8% | -9.8% |
| 3Y | +228.9% | +61.5% | +167.3% | +30.9% |
| All | +174.6% | +57.3% | +117.3% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling