+199.6%
ARM vs FOXA
+123.4%
+76.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.8% | -5.2% |
| 7D | +9.1% | +2.7% | +6.4% | +8.7% |
| 30D | -19.9% | +10.0% | -29.9% | -21.1% |
| 3M | -31.6% | +5.0% | -36.6% | -32.4% |
| 6M | -13.9% | +3.4% | -17.3% | -15.4% |
| YTD | +74.3% | -5.5% | +79.8% | +78.0% |
| 1Y | +35.8% | +5.5% | +30.3% | +31.8% |
| 3Y | +268.6% | +139.3% | +129.3% | +171.9% |
| All | +199.6% | +123.4% | +76.2% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling