+90.9%
FOXA vs ACM
+6.0%
+85.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +2.3% | -12.9% | +15.2% | +6.7% |
| 3M | -2.8% | -6.4% | +3.5% | -1.4% |
| 6M | +9.6% | -29.2% | +38.8% | +22.2% |
| YTD | -9.9% | -29.9% | +20.0% | +0.7% |
| 1Y | +5.4% | -47.3% | +52.6% | +29.6% |
| 3Y | +115.3% | -19.6% | +134.9% | +119.5% |
| All | +90.9% | +6.0% | +85.0% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling