+28.5%
ACN vs FOXA
+90.8%
-62.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.2% |
| 7D | -1.5% | -4.0% | +2.4% | -0.2% |
| 30D | +9.4% | +12.0% | -2.6% | +5.0% |
| 3M | +5.6% | +0.3% | +5.4% | +4.4% |
| 6M | -9.3% | +12.5% | -21.7% | -14.1% |
| YTD | -29.0% | -9.6% | -19.3% | -27.6% |
| 1Y | -24.7% | +8.6% | -33.2% | -27.9% |
| 3Y | -39.8% | +118.5% | -158.4% | -54.6% |
| 5Y | -40.9% | +88.8% | -129.7% | -54.0% |
| All | +28.5% | +90.8% | -62.4% | -13.1% |
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