-4.9%
FXI vs ARMK
+144.6%
-149.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +1.0% | -2.4% | +3.4% | +1.7% |
| 30D | -0.6% | 0.0% | -0.6% | -0.8% |
| 3M | +1.9% | +6.7% | -4.7% | -0.2% |
| 6M | -0.2% | +38.8% | -39.0% | -9.8% |
| YTD | -5.6% | +55.2% | -60.8% | -17.6% |
| 1Y | -4.7% | +46.6% | -51.3% | -15.6% |
| 3Y | +38.0% | +112.9% | -74.9% | +5.0% |
| All | -4.9% | +144.6% | -149.5% | -32.1% |
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