+90.1%
FOXA vs ACM
+116.7%
-26.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.8% | +2.8% |
| 7D | -3.7% | -5.9% | +2.2% | -1.4% |
| 30D | +5.4% | -6.2% | +11.6% | +7.5% |
| 3M | -3.7% | -7.9% | +4.2% | -1.5% |
| 6M | +12.6% | -30.6% | +43.2% | +28.6% |
| YTD | -10.0% | -33.3% | +23.3% | +4.3% |
| 1Y | +15.0% | -49.2% | +64.2% | +48.3% |
| 3Y | +115.1% | -23.5% | +138.6% | +126.9% |
| 5Y | +93.0% | +0.9% | +92.1% | +75.4% |
| All | +90.1% | +116.7% | -26.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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