+115.3%
FOXA vs ACM
-19.8%
+135.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +2.3% | -12.9% | +15.2% | +6.2% |
| 3M | -2.8% | -6.4% | +3.5% | -1.5% |
| 6M | +9.6% | -29.2% | +38.8% | +20.9% |
| YTD | -9.9% | -29.9% | +20.0% | -0.2% |
| 1Y | +5.4% | -47.3% | +52.6% | +27.1% |
| 3Y | +115.3% | -19.6% | +134.9% | +112.2% |
| All | +115.3% | -19.8% | +135.1% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling