+90.8%
FOXA vs ACM
+129.4%
-38.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -4.0% | -3.7% | -0.2% | -2.5% |
| 30D | +12.0% | -11.1% | +23.1% | +16.7% |
| 3M | +0.3% | -8.0% | +8.2% | +2.7% |
| 6M | +12.5% | -29.7% | +42.1% | +28.0% |
| YTD | -9.6% | -29.4% | +19.7% | +2.3% |
| 1Y | +8.6% | -46.4% | +55.0% | +37.1% |
| 3Y | +118.5% | -22.3% | +140.9% | +129.8% |
| 5Y | +88.8% | +4.5% | +84.3% | +69.5% |
| All | +90.8% | +129.4% | -38.5% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling