+174.6%
ARM vs FOXA
+117.6%
+57.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.3% | +4.9% |
| 7D | -15.2% | +5.4% | -20.6% | -15.8% |
| 30D | -40.7% | +6.3% | -47.0% | -41.2% |
| 3M | -39.1% | +8.3% | -47.4% | -40.2% |
| 6M | -26.4% | +7.6% | -34.0% | -29.1% |
| YTD | +59.7% | -7.9% | +67.7% | +63.7% |
| 1Y | +10.3% | +2.4% | +8.0% | +7.7% |
| 3Y | +228.9% | +120.3% | +108.5% | +155.4% |
| All | +174.6% | +117.6% | +57.0% | +116.0% |
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