+97.5%
FOXA vs ACGL
+249.9%
-152.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +7.9% | -1.1% | +8.9% | +8.3% |
| 30D | +8.5% | +13.1% | -4.7% | +3.1% |
| 3M | +6.2% | +9.8% | -3.6% | +2.2% |
| 6M | +8.0% | +15.3% | -7.2% | +1.6% |
| YTD | -6.5% | +12.7% | -19.2% | -11.7% |
| 1Y | +3.6% | +20.7% | -17.1% | -4.9% |
| 3Y | +136.0% | +34.3% | +101.7% | +101.3% |
| 5Y | +77.7% | +170.6% | -92.9% | +4.3% |
| All | +97.5% | +249.9% | -152.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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