+193.0%
ARM vs EFX
-2.6%
+195.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +6.9% |
| 7D | -5.3% | -2.2% | -3.2% | -4.8% |
| 30D | -30.0% | +29.2% | -59.2% | -37.6% |
| 3M | -34.1% | +3.5% | -37.5% | -36.1% |
| 6M | -12.6% | +7.8% | -20.4% | -19.3% |
| YTD | +70.4% | -12.4% | +82.8% | +75.4% |
| 1Y | +22.3% | -8.2% | +30.5% | +21.0% |
| 3Y | +261.2% | +4.7% | +256.5% | +207.7% |
| All | +193.0% | -2.6% | +195.6% | +167.8% |
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