-4.3%
ADBE vs FOXA
+92.4%
-96.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | -5.4% | +0.8% | -6.2% | -5.6% |
| 30D | -2.5% | +5.0% | -7.6% | -3.9% |
| 3M | +15.3% | -3.0% | +18.3% | +15.2% |
| 6M | -7.8% | +14.8% | -22.6% | -12.1% |
| YTD | -27.9% | -8.9% | -19.0% | -27.1% |
| 1Y | -28.0% | +13.3% | -41.4% | -31.4% |
| 3Y | -55.3% | +115.4% | -170.7% | -64.0% |
| 5Y | -61.7% | +95.3% | -157.0% | -68.7% |
| All | -4.3% | +92.4% | -96.6% | -27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling