+8.6%
FOXA vs ADVB
+5.8%
+2.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.4% |
| 7D | -4.0% | -3.8% | -0.2% | -4.0% |
| 30D | +12.0% | +17.6% | -5.6% | +12.6% |
| 3M | +0.3% | +119.1% | -118.9% | +2.5% |
| 6M | +12.5% | +103.4% | -90.9% | +13.8% |
| YTD | -9.6% | +59.8% | -69.5% | -7.8% |
| 1Y | +8.6% | +8.5% | 0.0% | +13.8% |
| All | +8.6% | +5.8% | +2.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling