+185.4%
ARM vs FOXA
+120.0%
+65.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -10.4% | +0.4% | -10.8% | -10.4% |
| 30D | -31.8% | +7.9% | -39.8% | -32.6% |
| 3M | -32.2% | +6.7% | -38.9% | -33.2% |
| 6M | -14.9% | +7.5% | -22.4% | -17.8% |
| YTD | +66.0% | -6.9% | +73.0% | +69.9% |
| 1Y | +17.2% | +2.2% | +15.0% | +14.9% |
| 3Y | +247.2% | +131.4% | +115.8% | +160.8% |
| All | +185.4% | +120.0% | +65.4% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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