+83.0%
AA vs FOXA
+110.7%
-27.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.2% |
| 7D | -0.6% | -5.4% | +4.8% | +1.5% |
| 30D | -1.6% | +1.1% | -2.7% | -2.4% |
| 3M | -29.8% | -6.1% | -23.7% | -28.3% |
| 6M | -16.6% | +8.2% | -24.9% | -21.2% |
| YTD | -4.0% | -11.8% | +7.7% | +1.5% |
| 1Y | +63.5% | +9.9% | +53.6% | +50.0% |
| All | +83.0% | +110.7% | -27.8% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling