+19.5%
FOXA vs ADVB
-88.8%
+108.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.3% |
| 7D | -0.6% | -14.0% | +13.4% | -0.6% |
| 30D | +2.3% | +41.0% | -38.6% | +2.4% |
| 3M | -2.8% | +127.9% | -130.8% | -4.6% |
| 6M | +9.6% | +101.3% | -91.7% | +5.9% |
| YTD | -9.9% | +53.8% | -63.7% | -11.8% |
| 1Y | +5.4% | +4.4% | +1.0% | +4.4% |
| All | +19.5% | -88.8% | +108.2% | +40.0% |
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