+296.4%
ARM vs FOXA
+113.6%
+182.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.3% | +4.5% |
| 7D | +5.5% | -4.0% | +9.4% | +6.1% |
| 30D | -8.2% | +12.0% | -20.2% | -10.3% |
| 3M | -35.9% | +0.3% | -36.2% | -36.8% |
| 6M | +103.1% | +12.5% | +90.6% | +91.6% |
| YTD | +130.6% | -9.6% | +140.3% | +137.5% |
| 1Y | +86.1% | +8.6% | +77.5% | +74.5% |
| All | +296.4% | +113.6% | +182.8% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling