+90.1%
FOXA vs ARMK
+183.9%
-93.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.1% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | +5.4% | -5.9% | +11.3% | +7.4% |
| 3M | -3.7% | +6.7% | -10.4% | -5.9% |
| 6M | +12.6% | +42.5% | -30.0% | -0.2% |
| YTD | -10.0% | +55.1% | -65.1% | -22.3% |
| 1Y | +15.0% | +50.3% | -35.3% | 0.0% |
| 3Y | +115.1% | +122.2% | -7.1% | +62.5% |
| 5Y | +93.0% | +155.2% | -62.1% | +37.2% |
| All | +90.1% | +183.9% | -93.8% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling