+86.1%
ARM vs EFX
-25.2%
+111.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.4% | +10.3% | +3.3% |
| 7D | +5.5% | -8.6% | +14.1% | +4.5% |
| 30D | -8.2% | +0.1% | -8.3% | -8.2% |
| 3M | -35.9% | +3.8% | -39.8% | -35.7% |
| 6M | +103.1% | -13.5% | +116.6% | +106.2% |
| YTD | +130.6% | -17.7% | +148.3% | +129.1% |
| 1Y | +86.1% | -25.6% | +111.6% | +84.3% |
| All | +86.1% | -25.2% | +111.3% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling