+34.3%
ARM vs EFX
-10.6%
+44.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.9% |
| 7D | +19.8% | -3.6% | +23.5% | +18.9% |
| 30D | -21.8% | +25.3% | -47.1% | -19.0% |
| 3M | -26.5% | +3.8% | -30.3% | -25.6% |
| 6M | -3.9% | +12.7% | -16.6% | -3.0% |
| YTD | +82.8% | -13.1% | +95.9% | +84.5% |
| 1Y | +34.3% | -9.3% | +43.6% | +38.6% |
| All | +34.3% | -10.6% | +44.9% | +38.6% |
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