+23.6%
FXI vs ARMK
+334.6%
-311.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -1.7% |
| 7D | +4.4% | +0.9% | +3.4% | +4.0% |
| 30D | +1.2% | -0.4% | +1.6% | +1.1% |
| 3M | -4.2% | -2.0% | -2.2% | -4.2% |
| 6M | -6.2% | +22.0% | -28.2% | -11.0% |
| YTD | -8.8% | +49.6% | -58.4% | -17.5% |
| 1Y | -11.6% | +46.4% | -58.0% | -19.7% |
| 3Y | +45.1% | +103.2% | -58.1% | +20.7% |
| 5Y | -1.2% | +108.1% | -109.3% | -19.2% |
| 10Y | +20.1% | +129.4% | -109.4% | -4.2% |
| All | +23.6% | +334.6% | -311.0% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling