-43.5%
ACN vs FOXA
+90.4%
-133.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.5% |
| 7D | -7.9% | -3.7% | -4.1% | -6.6% |
| 30D | -1.1% | +5.4% | -6.4% | -3.2% |
| 3M | +5.6% | -3.7% | +9.3% | +5.8% |
| 6M | -9.9% | +12.6% | -22.5% | -15.4% |
| YTD | -32.3% | -10.0% | -22.4% | -30.9% |
| 1Y | -25.3% | +15.0% | -40.3% | -30.4% |
| 3Y | -42.3% | +115.1% | -157.4% | -57.1% |
| 5Y | -43.5% | +93.0% | -136.5% | -56.7% |
| All | -43.5% | +90.4% | -133.9% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling