+219.8%
ARM vs EFX
-2.6%
+222.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.1% | +12.0% | +12.0% |
| 7D | +6.0% | -2.0% | +8.0% | +6.6% |
| 30D | -20.3% | +27.9% | -48.2% | -28.7% |
| 3M | -24.4% | +3.8% | -28.2% | -26.8% |
| 6M | -4.4% | +13.0% | -17.4% | -14.1% |
| YTD | +86.0% | -12.4% | +98.4% | +91.4% |
| 1Y | +35.8% | -10.4% | +46.2% | +36.9% |
| 3Y | +289.1% | +4.4% | +284.6% | +231.9% |
| All | +219.8% | -2.6% | +222.4% | +192.3% |
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 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