-22.6%
ADBE vs FOXA
+9.1%
-31.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.4% | -3.4% | -6.0% |
| 7D | -8.6% | -4.0% | -4.6% | -7.8% |
| 30D | +2.8% | +12.0% | -9.2% | -0.1% |
| 3M | +3.1% | +0.3% | +2.9% | +0.9% |
| 6M | -2.4% | +12.5% | -14.9% | -7.4% |
| YTD | -23.9% | -9.6% | -14.2% | -22.4% |
| 1Y | -22.6% | +8.6% | -31.2% | -26.1% |
| All | -22.6% | +9.1% | -31.7% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling