+93.1%
FOXA vs ARMK
+148.1%
-55.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -0.6% | +1.7% | -2.3% | -1.2% |
| 30D | +2.3% | +3.1% | -0.8% | +1.1% |
| 3M | -2.8% | +9.2% | -12.1% | -5.9% |
| 6M | +9.6% | +43.7% | -34.1% | -3.9% |
| YTD | -9.9% | +57.4% | -67.3% | -23.6% |
| 1Y | +5.4% | +51.9% | -46.5% | -9.7% |
| 3Y | +115.3% | +125.4% | -10.1% | +56.3% |
| 5Y | +93.1% | +149.1% | -56.0% | +32.0% |
| All | +93.1% | +148.1% | -55.1% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling