+16.5%
FXI vs ARMK
+137.5%
-121.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | -1.0% | +1.7% | -2.7% | -1.3% |
| 30D | -3.2% | +3.1% | -6.4% | -4.0% |
| 3M | +1.7% | +9.2% | -7.5% | -0.4% |
| 6M | -1.6% | +43.7% | -45.2% | -9.1% |
| YTD | -7.9% | +57.4% | -65.3% | -16.7% |
| 1Y | -9.6% | +51.9% | -61.5% | -17.8% |
| 3Y | +40.5% | +125.4% | -84.9% | +16.1% |
| 5Y | -6.2% | +149.1% | -155.3% | -24.6% |
| All | +16.5% | +137.5% | -121.0% | -0.5% |
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