+25.3%
FOXA vs ADVB
-96.8%
+122.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -23.6% | +27.7% | +4.0% |
| 7D | +2.7% | +27.8% | -25.1% | +2.7% |
| 30D | +10.0% | -50.8% | +60.8% | +9.9% |
| 3M | +5.0% | -70.5% | +75.5% | +4.8% |
| 6M | +3.4% | -46.7% | +50.1% | +1.7% |
| YTD | -5.5% | -56.7% | +51.2% | -7.6% |
| 1Y | +5.5% | -71.8% | +77.3% | +5.8% |
| All | +25.3% | -96.8% | +122.1% | +46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling