+311.3%
ARM vs EFX
-11.3%
+322.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +5.1% |
| 7D | +11.4% | -7.8% | +19.2% | +15.0% |
| 30D | -7.4% | -5.7% | -1.7% | -5.8% |
| 3M | -24.5% | +2.5% | -27.0% | -28.4% |
| 6M | +128.7% | -16.7% | +145.3% | +143.3% |
| YTD | +139.3% | -20.2% | +159.4% | +158.6% |
| 1Y | +88.0% | -31.4% | +119.3% | +123.9% |
| All | +311.3% | -11.3% | +322.5% | +294.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling