-43.0%
ACN vs FOXA
+110.7%
-153.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | -6.3% | -5.4% | -0.9% | -4.6% |
| 30D | -1.4% | +1.1% | -2.5% | -2.1% |
| 3M | +2.6% | -6.1% | +8.7% | +3.5% |
| 6M | -14.3% | +8.2% | -22.5% | -18.3% |
| YTD | -33.1% | -11.8% | -21.3% | -31.6% |
| 1Y | -28.8% | +9.9% | -38.7% | -32.5% |
| All | -43.0% | +110.7% | -153.8% | -53.3% |
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