+8.6%
FOXA vs ARMK
+47.4%
-38.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -4.0% | -2.4% | -1.6% | -3.6% |
| 30D | +12.0% | 0.0% | +12.0% | +12.2% |
| 3M | +0.3% | +6.7% | -6.4% | -0.8% |
| 6M | +12.5% | +38.8% | -26.3% | +5.7% |
| YTD | -9.6% | +55.2% | -64.8% | -16.5% |
| 1Y | +8.6% | +46.6% | -38.0% | +2.0% |
| All | +8.6% | +47.4% | -38.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling