+76.5%
FOXA vs ARMK
+106.7%
-30.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +2.7% | +2.7% | 0.0% | +1.8% |
| 30D | +10.0% | -1.5% | +11.5% | +10.1% |
| 3M | +5.0% | -11.6% | +16.6% | +8.9% |
| 6M | +3.4% | +6.7% | -3.4% | +0.4% |
| YTD | -5.5% | +47.4% | -52.9% | -18.5% |
| 1Y | +5.5% | +41.5% | -36.0% | -7.8% |
| 3Y | +139.3% | +95.5% | +43.8% | +81.5% |
| All | +76.5% | +106.7% | -30.2% | +28.0% |
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