+22.7%
FXI vs ARMK
+330.5%
-307.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +3.7% | -0.7% | +4.4% | +3.7% |
| 30D | +0.5% | -1.3% | +1.8% | +0.6% |
| 3M | -5.7% | -2.5% | -3.2% | -5.6% |
| 6M | -6.9% | +20.8% | -27.7% | -11.4% |
| YTD | -9.5% | +48.2% | -57.6% | -17.9% |
| 1Y | -14.0% | +45.7% | -59.8% | -21.8% |
| 3Y | +44.5% | +96.6% | -52.0% | +21.1% |
| 5Y | -2.8% | +106.6% | -109.4% | -20.4% |
| 10Y | +20.3% | +132.6% | -112.2% | -4.7% |
| All | +22.7% | +330.5% | -307.8% | -16.4% |
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