+296.4%
ARM vs EFX
-8.5%
+304.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.4% | +10.3% | +6.7% |
| 7D | +5.5% | -8.6% | +14.1% | +9.5% |
| 30D | -8.2% | +0.1% | -8.3% | -9.0% |
| 3M | -35.9% | +3.8% | -39.8% | -39.4% |
| 6M | +103.1% | -13.5% | +116.6% | +112.5% |
| YTD | +130.6% | -17.7% | +148.3% | +146.1% |
| 1Y | +86.1% | -25.6% | +111.6% | +109.9% |
| All | +296.4% | -8.5% | +304.9% | +275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling