+21.3%
ADM vs FOXA
+11.1%
+10.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | +0.4% |
| 7D | -8.3% | +9.9% | -18.1% | -8.1% |
| 30D | -14.1% | +10.0% | -24.1% | -14.0% |
| 3M | -10.7% | +18.4% | -29.2% | -10.8% |
| 6M | -5.9% | +12.2% | -18.1% | -5.4% |
| YTD | +25.8% | -3.8% | +29.6% | +30.7% |
| 1Y | +21.3% | +8.9% | +12.3% | +27.3% |
| All | +21.3% | +11.1% | +10.2% | +27.3% |
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 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