+84.9%
AA vs FOXA
+90.8%
-5.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.1% |
| 7D | -0.7% | -4.0% | +3.3% | +1.6% |
| 30D | +5.0% | +12.0% | -7.0% | -2.6% |
| 3M | -35.8% | +0.3% | -36.1% | -37.5% |
| 6M | -18.4% | +12.5% | -30.9% | -26.8% |
| YTD | -5.5% | -9.6% | +4.2% | -3.1% |
| 1Y | +61.0% | +8.6% | +52.4% | +44.5% |
| 3Y | +66.2% | +118.5% | -52.3% | -8.7% |
| 5Y | +11.4% | +88.8% | -77.4% | -34.0% |
| All | +84.9% | +90.8% | -5.9% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling