+67.1%
ADM vs FOXA
+87.1%
-20.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.7% |
| 7D | +1.4% | -5.4% | +6.8% | +2.2% |
| 30D | +8.2% | +1.1% | +7.1% | +7.9% |
| 3M | +8.7% | -6.1% | +14.8% | +9.5% |
| 6M | +29.1% | +8.2% | +20.8% | +26.4% |
| YTD | +53.7% | -11.8% | +65.4% | +56.3% |
| 1Y | +43.2% | +9.9% | +33.3% | +39.1% |
| 3Y | +21.4% | +110.7% | -89.3% | +0.1% |
| 5Y | +67.1% | +86.9% | -19.8% | +35.1% |
| All | +67.1% | +87.1% | -20.0% | +35.1% |
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 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