+214.2%
ARM vs EFX
-3.4%
+217.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +19.8% | -3.6% | +23.5% | +21.3% |
| 30D | -21.8% | +25.3% | -47.1% | -29.4% |
| 3M | -26.5% | +3.8% | -30.3% | -29.0% |
| 6M | -3.9% | +12.7% | -16.6% | -13.7% |
| YTD | +82.8% | -13.1% | +95.9% | +88.6% |
| 1Y | +34.3% | -9.3% | +43.6% | +33.8% |
| 3Y | +282.2% | +3.5% | +278.7% | +227.1% |
| All | +214.2% | -3.4% | +217.6% | +188.0% |
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