+22.0%
FOXA vs ADVB
-97.5%
+119.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -1.5% |
| 7D | +5.4% | -13.9% | +19.3% | +5.4% |
| 30D | +6.3% | -68.1% | +74.4% | +6.1% |
| 3M | +8.3% | -73.4% | +81.7% | +8.2% |
| 6M | +7.6% | -70.8% | +78.4% | +6.9% |
| YTD | -7.9% | -66.1% | +58.1% | -10.0% |
| 1Y | +2.4% | -77.5% | +79.9% | +2.5% |
| All | +22.0% | -97.5% | +119.6% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling