+174.6%
ARM vs EFX
-2.0%
+176.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.5% |
| 7D | -15.2% | +2.7% | -17.9% | -16.3% |
| 30D | -40.7% | +33.1% | -73.8% | -47.8% |
| 3M | -39.1% | +8.2% | -47.3% | -42.1% |
| 6M | -26.4% | +10.2% | -36.6% | -32.9% |
| YTD | +59.7% | -11.8% | +71.6% | +64.0% |
| 1Y | +10.3% | -6.1% | +16.4% | +7.6% |
| 3Y | +228.9% | +7.5% | +221.4% | +176.3% |
| All | +174.6% | -2.0% | +176.6% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling