+78.7%
AA vs FOXA
+90.1%
-11.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.1% | -6.9% | -6.0% |
| 7D | -5.4% | -3.7% | -1.7% | -3.3% |
| 30D | -10.7% | +5.4% | -16.0% | -14.0% |
| 3M | -26.2% | -3.7% | -22.4% | -26.2% |
| 6M | -20.9% | +12.6% | -33.5% | -29.2% |
| YTD | -8.6% | -10.0% | +1.3% | -6.2% |
| 1Y | +57.4% | +15.0% | +42.4% | +35.9% |
| 3Y | +77.8% | +115.1% | -37.3% | -1.4% |
| 5Y | +2.7% | +93.0% | -90.3% | -40.2% |
| All | +78.7% | +90.1% | -11.4% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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